2010•Journal of Northeast Normal UniversityRequires access

The study of ruin model for multitype-insurance with stochastic premium

WU Wen-hua

Abstract

Because of the limitation of applying the single-type insurance model to show the operating of insurance agent,The paper consider a multiply-insurance ruin model whose operation cost has a perturbed term and stochastic premium.By arguments,the paper obtain five theorems,give a probability of the ruin and its upper bound and extend the scope of application of the ruin model.

About this research paper

What this paper is about

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Ruin theory, Scope (computer science), Risk model, Upper and lower bounds, Term (time), Actuarial science, First-hitting-time model, Type (biology)