Journal of Jianghan University(Natural Science Edition) ›› 2015, Vol. 43 ›› Issue (2): 101-104.

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Discounted Penalty Function on Poisson-Geometric Risk Model of Multi-Type-Insurance

LI Biyun1,YU Guosheng*1,YAO Chunlin1,YAO Zheng1,LIU Bin2   

  1. 1. School of Mathematics and Computer Science,Jianghan University,Wuhan 430056,Hubei,China; 2. School of Mathematics and Statiscs,Huazhaong University of Science and Technology,Wuhan 430074,Hubei,China
  • Online:2015-04-28 Published:2015-05-05

Abstract: Considered a multi-compound Poisson-Geometric risk model of multi-type-insurance with a constant interest rate,the renewal equation of the discounted penalty function has been given. Based on the study,some results in the classical risk theory were discussed in detail.

Key words: multi-compound Poisson-Geometric risk model of multi-type-insurance, constant interest rate, renewal equation, discounted penalty function

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