The Ruin Probability with Variable Premium in Ordinary Renewal Diffusion Risk Model

摘要：

This paper discusses a diffusion risk model when the premium is a variable, and the occurrence of claim is the ordinary renewal process. Though the martingale approach we get the formula of the ruin probability and the Lundberg inequality. We get the relationship between the ruin probability with claim amount, premium and interference intensity.

关键词： Ordinary Renewal Risk Model Martingale Ruin Probability

作者: JIA Xuelan ZHAO Mingqing

作者单位: College of Information Science and Engineering, Shan Dong niversity of Science and Technology, U P.R.China, 266510

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-4

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）