Absolute ruin probability of a multi-type-insurance risk model

被引：0

作者：

Xue, Chen ^{[1
]}

机构：

[1] Shandong Univ, Sch Math, Jinan 250100, Peoples R China

来源：

INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS | 2015年 / 53卷 / 01期

关键词：

multi-type-insurance; ruin; absolute ruin; martingale;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Due to continuous expansion of business scope and scale in insurance companies, single-type-insurance risk model becomes more limited for risk process. This paper has established a multi-type-insurance risk model, studied the absolute ruin probability of the model, and provided the explicit expression of the absolute ruin probability.

引用

页码：74 / 81

页数：8

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