Journal of Jianghan University(Natural Science Edition) ›› 2014, Vol. 42 ›› Issue (4): 16-19.
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JIANG Lanqing
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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
CLC Number:
O211.6
JIANG Lanqing. Ruin Probability of Double Cox Mixed Reinsurance Risk Model Under Thinning Process[J]. Journal of Jianghan University(Natural Science Edition), 2014, 42(4): 16-19.
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