TEL  Vol.2 No.1 , February 2012
Some Results on a Double Compound Poisson-Geometric Risk Model with Interference
Author(s) Dezhi Yan
ABSTRACT
In this paper, we study the actual operating of an insurance company with random income. A double compound Poisson-Geometric risk model with interference was established. By using the martingale method, the adjustment coefficient equation, the formula and the upper bound of ruin probability, the time to reach a given level in this new risk mo- del were obtained.

Cite this paper
D. Yan, "Some Results on a Double Compound Poisson-Geometric Risk Model with Interference," Theoretical Economics Letters, Vol. 2 No. 1, 2012, pp. 45-49. doi: 10.4236/tel.2012.21008.
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