Delay Bivariate Risk Model of Reinsurance

摘要：

Delay bivariate risk model of reinsurance is established, and in this model, the two claiming occurrences homogeneously relate to processes. At the last, we give an expression for Poisson ψ(u) of this model, the initial capital of which is by analyzing two assistant models and using martingale concept.

关键词： Ruin Probability Reinsurance Martingale

作者: XU Xijin ZHAO Mingqing

作者单位: College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao, P.R.China, 266510

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）