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Multitypeinsurance poisson risk model when claims obey exponential distribution

ZHOU Shao-wei1,ZHAO Ming-qing2 and ZHU Zhe-li3   

  1. 1. Shandong University of Science and Techndogy, Qingdao 266510, Shandong;2. Shandong University of Science and Techndogy, Qingdao 266510, Shandong;3. Shandong Agricultural Univ., Tai’an 271000, Shandong
  • Received:2006-07-07 Revised:1900-01-01 Online:2006-10-24 Published:2006-10-24
  • Contact: ZHOU Shao-wei1

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Abstract: A multitypeinsurance poisson risk model is constructed. The differential function of ruin probability and the expression for Ψ(0) is given. The expression for Ψ(u) when claims obey exponential distribution is also put forward.

Key words: ruin probability , exponential distribution, claims, risk model

CLC Number: 

  • F840
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