Two Results about Ruin Probability in Discrete Time Risk Model with Constant Interest Rate

被引：0

作者：

Luo Xuan ^{[1
]}

Cui Guozhong ^{[1
]}

Wang Chunying ^{[1
]}

机构：

[1] Informat Engn Univ, Zhengzhou 450001, Peoples R China

来源：

INFORMATION AND FINANCIAL ENGINEERING, ICIFE 2011 | 2011年 / 12卷

关键词：

discrete time insurance risk model; Markov chain; Ruin probability; Integral equation;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In this we consider the ruin problems under the discrete time insurance risk model with interest rate, and proof the surplus is Markov chain. The series expansion and the integral equation of ruin probability and the surplus distribution at ruin moment.

引用

页码：503 / 506

页数：4