Author(s)

Dezhi Yan

Department of Economic, Shandong Jiaotong University, Jinan, China.

In this paper, we study the actual operating of an insurance company with random income. A double compound Poisson-Geometric risk model with interference was established. By using the martingale method, the adjustment coefficient equation, the formula and the upper bound of ruin probability, the time to reach a given level in this new risk mo- del were obtained.

Ruin Probability; Compound Poisson-Geometric Risk Model; Martingale; Stopping Time; Moment Generating Function; Laplace Transform; Adjustment Coefficient Equation

Yan, D. (2012) Some Results on a Double Compound Poisson-Geometric Risk Model with Interference. Theoretical Economics Letters, 2, 45-49. doi: 10.4236/tel.2012.21008.