Survival Probability of Sparse 2-Dimensional Poisson-Geometric Risk Model
This paper studies the two-dimensional Poisson-Geometric risk model,the claims process is sparse dependent.By using the total probability method in probability theory,the partial integral differential equation satisfying the survival probability of the two-dimensional risk model is obtained.Take advantage of the strong markov property of two-dimensional risk model,a sufficient condition is obtained to make the derivative of the survival function continuous.
two-dimensional risk modelPoisson-Geometric processsurvival probability
万方数据
