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2006•Unpublished venueRequires access

The Ruin Probility with an Improve Two-type Claim Risk Model

XU Shen-xin

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Abstract

Considering two factors of investment and randomness of premium income,a discrete insurance risk model with two-type claims is improved by the authors,so the model is further generalized.The formula of ultimate ruin probability and Lundberg inequality for the improved model are obtained.

About this research paper

What this paper is about

Considering two factors of investment and randomness of premium income,a discrete insurance risk model with two-type claims is improved by the authors,so the model is further generalized.The formula of ultimate ruin probability and Lundberg inequality for the improved model are obtained.

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Available abstract

Considering two factors of investment and randomness of premium income,a discrete insurance risk model with two-type claims is improved by the authors,so the model is further generalized.The formula of ultimate ruin probability and Lundberg inequality for the improved model are obtained.

Key concepts: Ruin theory, Risk model, Type (biology), Mathematics, Randomness, Actuarial science, Inequality, Econometrics

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