2006•Journal of Hefei University of TechnologyRequires access

Ruin probability of the multiple line risk model

DU Xue-qiao

Abstract

With continuous expanding of the risk operation's scale of insurance companies,the generalized risk model shows some limitations.The multiple line risk model is constructed in this paper.In the model,the premium income is defined as a compound Poisson process.Then the Lundberg inequality and the formula of the ruin probability are obtained.

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Key concepts: Risk model, Poisson distribution, Ruin theory, Mathematics, Zero-inflated model, Scale (ratio), Inequality, Econometrics