Journal of Jianghan University(Natural Science Edition) ›› 2014, Vol. 42 ›› Issue (4): 16-19.

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Ruin Probability of Double Cox Mixed Reinsurance Risk Model Under Thinning Process

JIANG Lanqing   

  1. Minjiang Teachers College,Fuzhou 350108,Fujian,China
  • Received:2014-12-26 Revised:2014-12-26 Online:2014-08-25 Published:2014-09-15

Abstract: Researches a class of double reinsurance model with investment and interference,considering the arrival of guarantee slip and satisfaction of a claim are both the Cox process,and the latter is a p-thinning process of the former. Towards the improved model,obtains the upper bound of ruin probability satisfaction and the lundberg inequality.

Key words: thinning process, Cox process, reinsurance, ruin probability

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