| 谢康,廖基定,刘耿华.稀疏二维Poisson-Geometric风险模型的生存概率[J].南华大学学报(自然科学版),2024,(5):85~89.[XIE Kang,LIAO Jiding,LIU Genghua.Survival Probability of Sparse 2-Dimensional Poisson-Geometric Risk Model[J].Journal of University of South China(Science and Technology),2024,(5):85~89.] |
| 稀疏二维Poisson-Geometric风险模型的生存概率 |
| Survival Probability of Sparse 2-Dimensional Poisson-Geometric Risk Model |
| 投稿时间：2024-03-14 |
| DOI： |
| 中文关键词: 二维风险模型 Poisson-Geometric计数过程 生存概率 |
| 英文关键词:two-dimensional risk model Poisson-Geometric process survival probability |
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| 中文摘要: |
| 本文研究了二维Poisson-Geometric风险模型,理赔过程为稀疏相依的。利用概率论中的全概率方法,得出了满足于此二维风险模型生存概率的偏积分微分方程。利用这个二维风险模型的强马尔科夫性,得到了一个使得该模型生存函数导数连续的充分条件。 |
| 英文摘要: |
| 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. |
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