Bao Lin-tao
Abstract
A double type-insurance risk model is established,in which the premium is a random variable.To study the adjustment coefficient and its relevant properties,an upper bound for the ruin probability of this risk model is obtained by martingale.
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A double type-insurance risk model is established,in which the premium is a random variable.To study the adjustment coefficient and its relevant properties,an upper bound for the ruin probability of this risk model is obtained by martingale.
Key concepts: Ruin theory, Martingale (probability theory), Risk model, Mathematics, Actuarial science, Random variable, Upper and lower bounds, Econometrics