2008•He'nan kexueRequires access

The Finite Time to Ruin for a Renewal Risk Model

Junshan Xie

Abstract

In the paper,a kind of insurance risk model is studied under the condition that the premium arrival process is a finite stream of random events with independent increments,and the claims arrival process is a general renewal process.The ruin probability and the digital characteristics of the finite time to ruin in the case of exponential claims amount are obtained.

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Key concepts: Ruin theory, Renewal theory, Risk model, First-hitting-time model, Risk process, Exponential function, Process (computing), Mathematics