On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model

被引：0

作者：

Jinghai FENG ^{[1
]}

Lixin SONG ^{[1
]}

Linna YI ^{[1
]}

机构：

[1] School of Mathematical Sciences,Dalian University of Technology,Liaoning 116024,P. R. China

来源：

JournalofMathematicalResearchwithApplications | 2014年 / 34卷 / 04期

基金：

中国国家自然科学基金;

关键词：

ruin probability; discrete-time; multi-risk model;

D O I：

暂无

中图分类号：

F224 [经济数学方法]; F840 [保险理论];

学科分类号：

020204 ; 0701 ; 070104 ; 120404 ;

摘要：

In this paper, assuming that there are s types of insurance contracts in an insurance company, we study the asymptotic of the finite-time ruin probability for the discrete-time multi-risk model.

引用

页码：492 / 504

页数：13

共 7 条

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