Qian Chen
Abstract
This paper discusses the ruin probability of an interfered risk model on the assumption that its ruin limit is variable,and by deduction,obtains the inequality and formula of the ruin probability.As a special example,the paper provides some inequalities and formulas when are some special functions.
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This paper discusses the ruin probability of an interfered risk model on the assumption that its ruin limit is variable,and by deduction,obtains the inequality and formula of the ruin probability.As a special example,the paper provides some inequalities and formulas when are some special functions.
Key concepts: Ruin theory, Limit (mathematics), Mathematics, Variable (mathematics), First-hitting-time model, Mathematical economics, Risk model, Inequality