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中文摘要：
建立多险种多复合Poisson-Geometric过程的常利率风险模型,得到该模型的生存概率所满足的积分-微分方程.当无保费收入时,由所得到的积分-微分方程推出生存概率的Laplace变换的表达式,对于初始盈余为0时,得到生存概率的精确解.并给出具体的数值计算的实例以解释我们的结果。
英文摘要：
A multi-compound Poisson-Geometric risk model of multi-type-insurance with a constant interest rate was constructed, and the integral-differential equation of the survival probability under this model was derived.Using the integral-differential equation we established, we got the explicit expression about the Laplace transforms of the survival probability and the exact solution was given when the initial surplus was zero and there were no premium incomes. Finally, we gave a numerical example to illustrate our results.
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