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.
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