Jin Li
Abstract
On the basis of general ruin model,the ruin model with stochastic interest is considered so that the probability of ruin has more significance in practice.The model proposes an important prewarning index of insurance company.
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On the basis of general ruin model,the ruin model with stochastic interest is considered so that the probability of ruin has more significance in practice.The model proposes an important prewarning index of insurance company.
Key concepts: Ruin theory, First-hitting-time model, Stochastic modelling, Mathematics, Index (typography), Risk model, Actuarial science, Econometrics