Authors : Jia Niannian and Xia Yunfan
Abstract: The researchers introduced interest force and reduced the risk of the insurance company with the proportional reinsurance under double compound Poisson risk model. Differential-Integral equations of ruin probabilities in finite and infinite time were provided. These conclusions have theoretical significance for the insurance company measuring ruin risk.
Jia Niannian and Xia Yunfan, 2012. Ruin Probabilities of Double Compound Poisson Risk Model under Proportional Reinsurance and Interest Force. Journal of Modern Mathematics and Statistics, 6: 10-13.