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2006•Journal of Shantou UniversityRequires access

Ruin Probabilities for a Risk Model with Random Income

Zhongxing Ye

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Abstract

For the risk model with random income,an integral equation satisfying by the ultimate ruin probability was derived.Using an inductive approach,the Lundberg upper bounds for the ultimate ruin probability are shown.

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What this paper is about

For the risk model with random income,an integral equation satisfying by the ultimate ruin probability was derived.Using an inductive approach,the Lundberg upper bounds for the ultimate ruin probability are shown.

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Available abstract

For the risk model with random income,an integral equation satisfying by the ultimate ruin probability was derived.Using an inductive approach,the Lundberg upper bounds for the ultimate ruin probability are shown.

Key concepts: Risk model, Mathematics, Econometrics, Statistics, Economics, Actuarial science

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