Ruin Probability in the Jump-diffusion Risk Model with the Variable Limit of Ruin

摘要：

In this paper, we study the ruin probability for the jump-diffusion risk model with the variable limit of ruin, we obtain the equality of the ruin probability. We get the equality and equation of ruin probability when the limit of ruin is compound poisson process.

关键词： jump-diffusion risk model the limit of ruin ruin probability compound poisson process

作者: CHENG Junxiang ZHANG Xinfang

作者单位: College of Mathematics and Information Computing Sciences, Henan Polytechnic University, Jiaozuo,P.R.China, 454001

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 146-149

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）