Some Results on a Double Compound Poisson-Geometric Risk Model with Interference
نویسنده
چکیده
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 model were obtained.
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