2006Journal of East China Jiaotong UniversityRequires access

The Ruin Probability of a Discrete-time Risk Model with Two-type Claims

Zaiming Liu

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Abstract

In this paper,we consider a discrete-time risk model.The formulas of ultimate ruin probability and Lundberg equality for this model are obtained.An example of one class of the premium received and the amounts of claims for three different exponential distributions is given.

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In this paper,we consider a discrete-time risk model.The formulas of ultimate ruin probability and Lundberg equality for this model are obtained.An example of one class of the premium received and the amounts of claims for three different exponential distributions is given.

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Available abstract

In this paper,we consider a discrete-time risk model.The formulas of ultimate ruin probability and Lundberg equality for this model are obtained.An example of one class of the premium received and the amounts of claims for three different exponential distributions is given.

Key concepts: Ruin theory, Risk model, Type (biology), Mathematics, Discrete time and continuous time, Class (philosophy), Exponential function, Applied mathematics

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