Comparison of Ruin Probabilities in Compound Poisson Risk Model  

作　　者：Dol Nath Khanal 

机构地区：[1]Mathematics Faculty, Otero Junior College, La Junta, USA

出　　处：《Open Journal of Statistics》2019年第1期41-47,共7页统计学期刊（英文）

摘　　要：Compound Poisson risk model has been simulated. It has started with exponential claim sizes. The simulations have checked for infinite ruin probabilities. An appropriate time window has been chosen to estimate and compare ruin probabilities. The infinite ruin probabilities of two-compound Poisson risk process have estimated and compared them with standard theoretical results.Compound Poisson risk model has been simulated. It has started with exponential claim sizes. The simulations have checked for infinite ruin probabilities. An appropriate time window has been chosen to estimate and compare ruin probabilities. The infinite ruin probabilities of two-compound Poisson risk process have estimated and compared them with standard theoretical results.

关 键 词：COMPOUND POISSON RISK Model RUIN Probabilities COMPARISON Simulations THEORETICAL Results 

分 类 号：O21[理学—概率论与数理统计]