将文献[6]中常利率情况下的风险模型,推广为索赔来到过程为Poisson—Geometric过程的风险模型.给出了该模型初始资产为“时生存概率所满足的积分方程,并更正了文献[6]中的错误。
A risk model under a constant interest rate in the literature [ 6 ] is generalized with compound Poisson - Geometric process. The integral equation satisfying the non - ruin probability with initial reserve u, and the error of literature [ 6 ] is corrected.