Journal of Modern Mathematics and Statistics

Ruin Probabilities of Double Compound Poisson Risk Model under Proportional Reinsurance and Interest Force

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.