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The Poisson - Geometric Model Of Risk Research More Risks

Posted on:2013-03-17Degree:MasterType:Thesis
Country:ChinaCandidate:C M WangFull Text:PDF
GTID:2249330374979260Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Risk theory is current fine and mathematics territories research of hot topic, whichbankruptcy on the of research has is strong of actual application background, and has itsprobability on the Shang of significance, therefore, since the birth of classical ruin theory,actuarial science and mathematical circles do a lot of research about this, from eachaspects on classic model for has different degree of promotion, and made has must ofresults, and this article in existing results Foundation Shang, and do has further ofresearch, main include following several aspects:First, a single compound poisson process insurance extended to the double dualcompound Poisson-Geometric insurance risk model.Second, previous scholars studies mostly the risk model under constant interest forceor stochastic interest rate,but this article has carried on the promotion, establishes fuzzyinterest with interference double type-insurance compound Poisson-Geometric riskmodel.Finally, under fuzzy interest, double type-insurance compound Poisson-Geometricrisk model extend to multi type-insurance compound Poisson-Geometric risk model.
Keywords/Search Tags:fuzzy interest rate, compound Poisson–Geometric, interference, ruinprobability
PDF Full Text Request
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