|Table of Contents|

Survival Probability in the Double Compound Poisson Risk Process Under Constant Interest Force(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2013年02期
Page:
27-30
Research Field:
数学
Publishing date:

Info

Title:
Survival Probability in the Double Compound Poisson Risk Process Under Constant Interest Force
Author(s):
Wei Guanghua1; Gao Qibing2; 3; Liu Guoxiang2
1.Department of Basic Courses,Jinling Institute of Technology,Nanjing 211169,China
2.School of Mathematical Sciences,Nanjing Normal University,Nanjing 210023,China
3.Department of Mathematics,Southeast University,Nanjing 210096,China
Keywords:
double compound Poisson risk process; jump-diffusion; survival probability; integro-differential equation
PACS:
O211.9
DOI:
-
Abstract:
In this paper,we consider the double compound Poisson risk process under constant interest force.For infinite time and finite time survival probabilities,we obtain the respective integro-differential equation.When the premiums and claims are exponentially distributed,some differential equations are derived for infinite time survival probability.

References:

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Memo

Memo:
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Last Update: 2013-06-30