Proceedings of the 2015 International Symposium on Computers & Informatics

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The study of a risk model based on martingale theory

Authors
Xiaoqing Yun
Corresponding Author
Xiaoqing Yun
Available Online January 2015.
DOI
10.2991/isci-15.2015.281How to use a DOI?
Keywords
Ruin probability; Exponential distribution; Combination of exponential distributions.
Abstract

Due to the classical risk model has many hypotheses which cause limitation, the two-insurance double Poisson risk model is set up, when the two-insurance claim follow exponential distribution, and one insurance claim follow exponential distribution, the other insurance claim follow combination of exponential distributions, specific ruin probability formula are got.

Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2015 International Symposium on Computers & Informatics
Series
Advances in Computer Science Research
Publication Date
January 2015
ISBN
10.2991/isci-15.2015.281
ISSN
2352-538X
DOI
10.2991/isci-15.2015.281How to use a DOI?
Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Xiaoqing Yun
PY  - 2015/01
DA  - 2015/01
TI  - The study of a risk model based on martingale theory
BT  - Proceedings of the 2015 International Symposium on Computers & Informatics
PB  - Atlantis Press
SP  - 2146
EP  - 2153
SN  - 2352-538X
UR  - https://doi.org/10.2991/isci-15.2015.281
DO  - 10.2991/isci-15.2015.281
ID  - Yun2015/01
ER  -