Wan Dong-mei
Abstract
Considering two factors of investment and randomness of premium income,talk about a two-type insurance risk model.The general formula of the ruin probability for this model is given,a upper bound for the ruin probability is gotten.
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Considering two factors of investment and randomness of premium income,talk about a two-type insurance risk model.The general formula of the ruin probability for this model is given,a upper bound for the ruin probability is gotten.
Key concepts: Ruin theory, Risk model, Mathematics, Type (biology), Randomness, First-hitting-time model, Upper and lower bounds, Reinsurance