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2006•Journal of Hunan University of Arts and ScienceRequires access

A Ruin Model with Dependence between Premium and Claim

Zhanyuan Hou

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Abstract

In this paper we consider a dependence risk model,in which the claim may produce a re-premium at the same time.We discuss this model and the general formula of the ruin probability is given,and a upper bound for the ruin probability for this model is got.

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What this paper is about

In this paper we consider a dependence risk model,in which the claim may produce a re-premium at the same time.We discuss this model and the general formula of the ruin probability is given,and a upper bound for the ruin probability for this model is got.

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Available abstract

In this paper we consider a dependence risk model,in which the claim may produce a re-premium at the same time.We discuss this model and the general formula of the ruin probability is given,and a upper bound for the ruin probability for this model is got.

Key concepts: Ruin theory, Risk model, First-hitting-time model, Econometrics, Mathematics, Economics, Upper and lower bounds, Mathematical economics

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