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2014•Advances in intelligent systems research/Advances in Intelligent Systems ResearchOpen access

Ruin Problems Under the Renewal Risk Model with Interest Force

Chunping Li

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Abstract

this paper discusses ruin problems in the renewal risk model with interest force.By using inductive method, the recursive expressions of the distribution of the ruin probability, the distribution of maximum surplus before the ruin and distribution of minimum surplus before the ruin are obtained, and the corresponding integral equation for the distributions are obtained.

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this paper discusses ruin problems in the renewal risk model with interest force.By using inductive method, the recursive expressions of the distribution of the ruin probability, the distribution of maximum surplus before the ruin and distribution of minimum surplus before the ruin are obtained, and the corresponding integral equation for the distributions are obtained.

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Available abstract

this paper discusses ruin problems in the renewal risk model with interest force.By using inductive method, the recursive expressions of the distribution of the ruin probability, the distribution of maximum surplus before the ruin and distribution of minimum surplus before the ruin are obtained, and the corresponding integral equation for the distributions are obtained.

Key concepts: Ruin theory, Risk model, First-hitting-time model, Mathematics, Distribution (mathematics), Probability distribution, Mathematical economics, Applied mathematics

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