TITLE:
Some Results on a Double Compound Poisson-Geometric Risk Model with Interference
AUTHORS:
Dezhi Yan
KEYWORDS:
Ruin Probability; Compound Poisson-Geometric Risk Model; Martingale; Stopping Time; Moment Generating Function; Laplace Transform; Adjustment Coefficient Equation
JOURNAL NAME:
Theoretical Economics Letters,
Vol.2 No.1,
February
23,
2012
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.