Geodesic
Compound Compound Poisson Risk Model
Serdica Mathematical Journal, Tome 35 (2009) no. 3, pp. 301-310 Cet article a éte moissonné depuis la source Bulgarian Digital Mathematics Library

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The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular case of the Pólya-Aeppli risk model is discussed.
Keywords: Compound Poisson Process, Pólya-aeppli Risk Model, Ruin Probability, Cramér-lundberg Approximation 
@article{SMJ2_2009_35_3_a4,
     author = {Minkova, Leda D.},
     title = {Compound {Compound} {Poisson} {Risk} {Model}},
     journal = {Serdica Mathematical Journal},
     pages = {301--310},
     year = {2009},
     volume = {35},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SMJ2_2009_35_3_a4/}
}
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Minkova, Leda D. Compound Compound Poisson Risk Model. Serdica Mathematical Journal, Tome 35 (2009) no. 3, pp. 301-310. http://geodesic.mathdoc.fr/item/SMJ2_2009_35_3_a4/