Journal of Jianghan University(Natural Science Edition) ›› 2016, Vol. 44 ›› Issue (1): 22-25.doi: 10.16389/j.cnki.cn42-1737/n.2016.01.004

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Survival Probability and Laplace Transform of a Class of Risk Model

WEI Ruixue1，YU Guosheng*1，YAO Zheng1，YAO Chunlin1，CHEN Huabin2   

  1. 1. School of Mathematics and Computer Science，Jianghan University，Wuhan 430056，Hubei，China；2. School of Science，Nanchang University，Nanchang 330031，Jiangxi，China
  • Online:2016-02-28 Published:2016-03-11
  • Contact: YU Guosheng
  • About author:余国胜（1980—），男，讲师，博士，研究方向：随机动力系统、金融数学。E-mail：guosyujianghanun@126.com

Abstract: We discussed a multi-compound Poisson-Geometric diffusion risk model of multi-type -insurance with a constant interest rate，the integral-differential equation of the survival probability of this model was obtained. We obtained the explicit expression about Laplace transform of the survival probability when there were no premium incomes，finally ，a numerical example was given to illustrate the results.

Key words: multi-compound Poisson-Geometric diffusion risk model of multi-type-insurance with a constant interest rate, survival probability, integral-differential equation, Laplace transform

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