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2015•Journal of Changchun University of TechnologyRequires access

Asymptotic formulas of ultimate ruin probability in compound poisson risk process with subexponential distribution

Zhao Li-xi

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Abstract

By building a compound Poisson risk model with constant premium rate interest force,we get the asymptotic formulas of ultimate ruin probability by deducing the low and upper bounds of eγ(v)under subexponential distribution.

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By building a compound Poisson risk model with constant premium rate interest force,we get the asymptotic formulas of ultimate ruin probability by deducing the low and upper bounds of eγ(v)under subexponential distribution.

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Available abstract

By building a compound Poisson risk model with constant premium rate interest force,we get the asymptotic formulas of ultimate ruin probability by deducing the low and upper bounds of eγ(v)under subexponential distribution.

Key concepts: Ruin theory, Poisson distribution, Mathematics, Zero-inflated model, Compound Poisson process, Risk model, Poisson process, Constant (computer programming)

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