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V. E. Bening, V. Yu. Korolev and L. X. Liu, “Asymptotic Behavior of Generalized Risk Processes,” Acta Mathematica Sinica, English Series, Vol. 20, No. 2, 2004, pp. 349-356. doi:10.1007/s10114-003-0244-8

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.