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S. N. Chiu and C. C. Yin, “The Time of Ruin, the Surplus Prior to Ruin and the Deficit at Ruin for the Classical Process Perturbed by Diffusion,” Insurance: Mathematics and Economics, Vol. 33, No. 1, 2003, pp. 59-66. doi:10.1016/S0167-6687(03)00143-4

has been cited by the following article:

• 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.