# Compound Compound Poisson Risk Model

Serdica Mathematical Journal (2009)

- Volume: 35, Issue: 3, page 301-310
- ISSN: 1310-6600

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topMinkova, Leda D.. "Compound Compound Poisson Risk Model." Serdica Mathematical Journal 35.3 (2009): 301-310. <http://eudml.org/doc/281522>.

@article{Minkova2009,

abstract = {2000 Mathematics Subject Classification: 60K10, 62P05.The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular case of the Pólya-Aeppli risk model is discussed.This paper is partially supported by Sofia University grant 221/2008.},

author = {Minkova, Leda D.},

journal = {Serdica Mathematical Journal},

keywords = {Compound Poisson Process; Pólya-aeppli Risk Model; Ruin Probability; Cramér-lundberg Approximation; compound Poisson process; Pólya-Aeppli risk model; ruin probability; Cramér-Lundberg approximation},

language = {eng},

number = {3},

pages = {301-310},

publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},

title = {Compound Compound Poisson Risk Model},

url = {http://eudml.org/doc/281522},

volume = {35},

year = {2009},

}

TY - JOUR

AU - Minkova, Leda D.

TI - Compound Compound Poisson Risk Model

JO - Serdica Mathematical Journal

PY - 2009

PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences

VL - 35

IS - 3

SP - 301

EP - 310

AB - 2000 Mathematics Subject Classification: 60K10, 62P05.The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular case of the Pólya-Aeppli risk model is discussed.This paper is partially supported by Sofia University grant 221/2008.

LA - eng

KW - Compound Poisson Process; Pólya-aeppli Risk Model; Ruin Probability; Cramér-lundberg Approximation; compound Poisson process; Pólya-Aeppli risk model; ruin probability; Cramér-Lundberg approximation

UR - http://eudml.org/doc/281522

ER -

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