On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model
Received:May 21, 2013  Revised:March 19, 2014
Key Words: ruin probability   discrete-time   multi-risk model.  
Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.11101061; 11371077; 61175041).
Author NameAffiliation
Jinghai FENG School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Lixin SONG School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Linna YI School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
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Abstract:
      In this paper, assuming that there are $s$ types of insurance contracts in an insurance company, we study the asymptotic of the finite-time ruin probability for the discrete-time multi-risk model.
Citation:
DOI:10.3770/j.issn:2095-2651.2014.04.012
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