The Risk Model Of Double-type Insurance In Claims For Compound Poisson-geometric Process

Considering the increasing number of objective factors affecting the financial industry,the operating environment of insurance companies is gradually changing.Classical bankruptcy theory can not meet the current demands.Therefore,scholars generalize the classical model from different aspects.This article is based on the existing foundation and do further research in claims for compound Poisson-Geometric double insurance risk model,the main content is as follows:1.A risk model of double-type insurance with interference is established,it’s stochastic premium follows the compound Poisson process and it’s claims follow the compound Poisson-Geometric process.In this model,the existence of the adjustment coefficient,the ruin probability.On the basis of the constant dividend boundary and Markov property of surplus process,the integral differential equations of expected present value,moment generating function and nth-order moment are obtained under the present value of total dividend at ruin time.2.The renewal equation and the integral differential equation for the discounted penalty function of the double-risk model with the interference of the compound Poisson-Geometric process are further studied,under the fixed premium or stochastic premium。...