【摘要】 广义复合Poisson风险模型被推广到两险种广义复合Poisson风险模型,并给出了理赔额分别服从指数和混合指数分布且初始资金为u的破产概率ψ(u)的明确表达式以及安全系数.更多还原

【Abstract】 The generalized compound Poisson risk model was generalized to double-type insurance compound Poisson risk model. Explicit expressions of ruin probability ψ( u) and security coefficient under the condition that the claims obey an exponential distribution or a combination of several exponential distribution and the initial capital is u.更多还原