2007•Journal of Taishan Medical CollegeRequires access

Ruin probability of a bivariate risk model with variable premium rate

Zhu Zong-yuan

Abstract

Objective: To study a bivariate risk model with variable premium rate.Methods: Using Laplace transform,differentiation and integration method to determine the integro-difference equation,making quantiative ruin probability analysis.Results: A clear expression for ruin probability under the influence of variable premium rate is given.Conclusion: The clear expression about ruin probability can be used to make quantitative risk analysis,the result can plays an important role in estimate risk value.

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Key concepts: Bivariate analysis, Laplace transform, Mathematics, Risk model, Variable (mathematics), Ruin theory, Statistics, Expression (computer science)