Communications for Statistical Applications and Methods

  • 제20권5호
  • /
  • Pages.377-385
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  • 2013
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Compound Poisson Risk Model with a Two-Step Premium Rule

  • Song, Mi Jung (Department of Statistics, Yeungnam University) ;
  • Lee, Jiyeon (Department of Statistics, Yeungnam University)
  • 투고 : 2013.06.11
  • 심사 : 2013.07.30
  • 발행 : 2013.09.30
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초록

We consider a compound Poisson risk model in which the premium rate changes when the surplus exceeds a threshold. The explicit form of the ruin probability for the risk model is obtained by deriving and using the overflow probability of the workload process in the corresponding M/G/1 queueing model.

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참고문헌

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