Hongmin Xiao
Abstract
A new multi-type insurance risk model based on the entrance process is established.The properties of claim process are discussed.The general formula of the ruin probability for this model and its Lundberg upper bound are given.
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A new multi-type insurance risk model based on the entrance process is established.The properties of claim process are discussed.The general formula of the ruin probability for this model and its Lundberg upper bound are given.
Key concepts: Ruin theory, Risk model, Type (biology), Mathematics, Risk process, Actuarial science, Upper and lower bounds, Statistics