2015•International Journal of Applied Mathematics & Statistics/International journal of applied mathematics and statisticsOpen access

Absolute ruin probability of a multi-type-insurance risk model

Xue Chen

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Abstract

Due to continuous expansion of business scope and scale in insurance companies, single-type-insurance risk model becomes more limited for risk process. This paper has established a multi-type-insurance risk model, studied the absolute ruin probability of the model, and provided the explicit expression of the absolute ruin probability.

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Key concepts: Ruin theory, Risk model, Type (biology), Actuarial science, Mathematics, Absolute (philosophy), Expression (computer science), Scale (ratio)