佳木斯大学学报：自然科学版
佳木斯大學學報：自然科學版
가목사대학학보：자연과학판
Journal of Jiamusi University(Natural Science Edition)
2011年
6期
939-941
,共3页
破产概率%风险模型%复合Poisson-Geometric过程%Pollazek-Khinchin公式
破產概率%風險模型%複閤Poisson-Geometric過程%Pollazek-Khinchin公式
파산개솔%풍험모형%복합Poisson-Geometric과정%Pollazek-Khinchin공식
ruin probability%risk model%compound Poisson-Geometric process%Pollazek-Khinchin formula
运用求经典风险模型破产概率的Pollazek-Khinchin公式的方法,得到了当赔付为复合Poisson-Geometric过程的风险模型下破产概率满足的Pollazek-Khinchin公式.
運用求經典風險模型破產概率的Pollazek-Khinchin公式的方法,得到瞭噹賠付為複閤Poisson-Geometric過程的風險模型下破產概率滿足的Pollazek-Khinchin公式.
운용구경전풍험모형파산개솔적Pollazek-Khinchin공식적방법,득도료당배부위복합Poisson-Geometric과정적풍험모형하파산개솔만족적Pollazek-Khinchin공식.
In this paper,the method of the Pollazek-Khinchin formula was applied to achieve the Pollazek-Khinchin formula of the risk model for ruin probability in classic risk model.It is proved that the claim process is a compound Poisson-Geometric process.
