复合Poisson-Geometric过程风险模型的破产概率满足的Pollazek-Khinchin公式  

Pollazek-Khinchin Formula for Ruin Probability of Compound Poisson-Geometric Risk Model

作　　者：钱晓涛[1] 

机构地区：[1]福建农林大学金山学院,福建福州350002

出　　处：《佳木斯大学学报（自然科学版）》2011年第6期939-941,共3页Journal of Jiamusi University：Natural Science Edition

摘　　要：运用求经典风险模型破产概率的Pollazek-Khinchin公式的方法,得到了当赔付为复合Poisson-Geometric过程的风险模型下破产概率满足的Pollazek-Khinchin公式.In this paper,the method of the Pollazek-Khinchin formula was applied to achieve the Pollazek-Khinchin formula of the risk model for ruin probability in classic risk model.It is proved that the claim process is a compound Poisson-Geometric process.

关 键 词：破产概率 风险模型 复合POISSON-GEOMETRIC过程 Pollazek-Khinchin公式 

分 类 号：O211.6[理学—概率论与数理统计]