In this paper,we consider the dual version of renewal risk model with random income.In this dual model,the cumulative claims amount up to t follow a Possion process.The number of times of profit follows Erlang(2) distribution and earnings limit follows geometric distribution.Finally,we compute the ruin probability when the initial capital is zero.
参考文献
相似文献
引证文献
引用本文
彭之光;.随机收入下的对偶风险模型[J].重庆工商大学学报(自然科学版),2011,28(2):150-153 PENG Zhi-guang. On a Dual Risk Model with Random Income[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2011,28(2):150-153