毛泽春, 刘锦萼. 一类索赔次数的回归模型及其在风险分级中的应用[J]. 应用概率统计, 2004, 20(4): 359-367. doi: 10.3969/j.issn.1001-4268.2004.04.004
毛泽春, 刘锦萼. 索赔次数为复合Poisson-Geometric过程的风险模型及破产概率[J]. 应用数学学报, 2005, 28(3): 419-428. doi: 10.3321/j.issn:0254-3079.2005.03.005
MINKOVA L D. The Pólya-Aeppli Process and Ruin Problems[J]. Journal of Applied Mathematics and Stochastic Analysis, 2004, 3(4): 221-234.
CHUKOVA S, MINKOVA L D. Pólya-Aeppli of Order k Risk Model[J]. Communications in Statistics-Simulation and Computation, 2015, 44(3): 551-564. doi: 10.1080/03610918.2013.784987
MEGLENA L, KTASIMIRA K. Pólya-Aeppli Risk Model[C] //The 44th Conference on Applications of Mathematics in Engineering and Economics. New York: IEEE Computer Society Press, 2018.
TCHORBADJIEFF A, MAYSTER P. Models Induced from Critical Birth-Death Process with Random Initial Conditions[J]. Journal of Applied Statistics, 2020, 47(13-15): 2862-2878. doi: 10.1080/02664763.2020.1732309
YU W G, HUANG Y J. A Dependent Insurance Risk Model with Surrender and Investment under the Thinning Process[J]. Mathematical Problems in Engineering, 2015, 2015(1): 134246.
王贵红, 赵金娥, 何树红. 常利率下分红双复合Poisson风险模型的期望折现罚金函数[J]. 西南师范大学学报(自然科学版), 2016, 41(1): 94-99.
王月明, 魏广华, 郭楠, 等. 带借贷利率和干扰的双Poisson-Geometric风险过程模型[J]. 西南大学学报(自然科学版), 2019, 41(11): 54-63.
杨鹏, 杨志江, 孔祥鑫. Poisson-Geometric模型下时间一致的最优再保险-投资策略选择[J]. 应用数学, 2019, 32(4): 729-738.
孙宗岐, 杨鹏. 带投资和障碍分红的破产时刻Laplace变换[J]. 深圳大学学报(理工版), 2021, 38(2): 214-220.
孙宗岐, 刘宣会. 复合Poisson-Geometic风险下带投资和障碍分红的Gerber-shiu函数[J]. 运筹与管理, 2021, 30(10): 141-145.
ZHANG Z M, HAN X. The Compound Poisson Risk Model under a Mixed Dividend Strategy[J]. Applied Mathematics and Computation, 2017, 315(5): 1-12.
DONG H, ZHAO X H. On Periodic Dividends for the Classical Risk Model with Debit Interest[J]. Mathematical Problems in Engineering, 2020, 29(2): 1-8.
赵金娥, 李明. 双复合Poisson风险模型总红利现值的研究[J]. 西南大学学报(自然科学版), 2015, 37(1): 104-109.
孙宗岐, 陈志平. 复合Poisson-Geometric风险下保险公司的最优投资-再保-混合分红策略[J]. 工程数学学报, 2016, 33(5): 463-479. doi: 10.3969/j.issn.1005-3085.2016.05.003
孙宗岐, 陈志平. 基于注资-阀值分红的随机微分投资-再保博弈[J]. 数学的实践与认识, 2017, 47(21): 108-121.
孙宗岐, 杨鹏. 确定风险投资和有界分红下复合Poisson-Geometric风险模型研究[J]. 西南师范大学学报(自然科学版), 2020, 45(7): 1-10.
TAKSAR M I, MARKUSSEN C. Optimal Dynamic Reinsurance Policies for Large Insurance Portfolios[J]. Finance and Stochastics, 2003, 7(1): 97-121. doi: 10.1007/s007800200073
SCHMIDLI H. Stochastic Control in Insurance[M]. London: Springer Verlag, 2008.