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.
关键词
二维风险模型/Poisson-Geometric计数过程/生存概率
Key words
two-dimensional risk model/Poisson-Geometric process/survival probability
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