DocumentCode
3396922
Title
The survival probability in generalized compound poisson risk model
Author
Yu, Li ; Liu, Xinbao
Author_Institution
Dept. of Manage., Hefei Univ. of Technol., Hefei, China
fYear
2010
fDate
22-24 Oct. 2010
Firstpage
609
Lastpage
612
Abstract
In this paper we discuss the survival probabilities in the limited time when the individual claim amount obeys the gamma distribution and exponential distribution. At the same time for the classical compound Poisson model we also give a more precise expression about the survival probability in the limited time. We obtain some extend results and give some applications in vehicle damage insurance.
Keywords
exponential distribution; gamma distribution; probability; exponential distribution; gamma distribution; generalized compound poisson risk model; survival probability; classical compound poisson model; exponential distribution; gamma distribution; survival probability; the classical risk model; vehicle damage insurance;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Computing and Integrated Systems (ICISS), 2010 International Conference on
Conference_Location
Guilin
Print_ISBN
978-1-4244-6834-8
Type
conf
DOI
10.1109/ICISS.2010.5655441
Filename
5655441
Link To Document