Study of Ruin Probability in Double Poisson Risk Model

DOI

10.2991/icmmct-17.2017.290How to use a DOI?

Keywords

Poisson Risk, mathematical model, Finance Management

Abstract

The research of this paper is of theoretical significance. Bankruptcy probability is an important basis for insurance companies to measure the risk, help insurance companies to prevent and resolve financial risks. Bankruptcy theory as a risk theory of the main research topic, of course, requires consideration of the model used as close to reality as possible factors. In this paper, the double Poisson model is closer to reality on the basis of classical composite Poisson model.

Copyright

© 2017, 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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TY  - CONF
AU  - Juan Zhang
PY  - 2017/04
DA  - 2017/04
TI  - Study of Ruin Probability in Double Poisson Risk Model
BT  - Proceedings of the 2017 5th International Conference on Machinery, Materials and Computing Technology (ICMMCT 2017)
PB  - Atlantis Press
SP  - 1539
EP  - 1543
SN  - 2352-5401
UR  - https://doi.org/10.2991/icmmct-17.2017.290
DO  - 10.2991/icmmct-17.2017.290
ID  - Zhang2017/04
ER  -