本文主要研究了一类推广的复合Poisson-Geometric风险模型.利用鞅方法和微分方法,获得破产概率公式和破产概率的积分方程,并给出了保单价和索赔额服从指数分布时破产概率的显式表达式.
The paper mainly study a generalized compound Poisson-Geometric risk model. By martingale approach and renewal approach, we derive the formulas and the integral equation of the ruin probability for the corresponding model, and give an explicit expression of ruin probability when the prices of insurance policy and claim sizes are exponentially distributed.