Iao B
Abstract
Two-sided bounds of the ultimate ruin probability under the S. Anderson's risk model are given for some claimdistributions. The ruin probabilities are researched when the equilibrium distributions of the claim distributionsare in the NBU and NWU distribution class.
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Two-sided bounds of the ultimate ruin probability under the S. Anderson's risk model are given for some claimdistributions. The ruin probabilities are researched when the equilibrium distributions of the claim distributionsare in the NBU and NWU distribution class.
Key concepts: Mathematics, Ruin theory, Class (philosophy), Combinatorics, Risk model, Discrete mathematics, Statistics, Mathematical economics