Ruin Probability in Models with Stochastic Premiums

被引：0
作者：
Muromskaya, A. A. [1 ]
机构：
[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 119991, Russia
来源：
MOSCOW UNIVERSITY MATHEMATICS BULLETIN | 2020年 / 75卷 / 04期
关键词：
insurance; risk model with stochastic premiums; ruin probability;
D O I：
10.3103/S0027132220040038
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The ruin probability of an insurance company is studied under two different risk models with stochastic premiums. We obtain upper bounds for the probability of ruin provided that either the aggregate claims process or the aggregate premium process is constructed using the renewal process.
引用
收藏
页码：177 / 180
页数：4
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