The Mazimum Surplus before Ruin in an Erlang (2) Risk Process under Interest Force

摘要：

In this paper, we consider a class of actuarial risk models when the waiting time have an Erlang (2) distribution, the distribution same as Gamma (2). The classical model in which the waiting time are exponential, and gives more flexibility in the model of a risk business. By using the techniques of Sundt and Teugels (1995), the integral-differential equation of the maximum surplus before ruin with certain boundary conditions have been obtained. This work is the continuation and supplement of the important corresponding work of Li and Dickson (2006).

关键词： Erlang (2) Process The Mazimum Surplus before Ruin Interest Force

作者: LI Chunping HAO Huibing

作者单位: Department of Mathematics, Xiaogan University, Hubei xiaogan, P.R.China 432100

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）