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
收藏
页码：74 / 81
页数：8
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