Ruin Problems for a Discrete Time Risk Model with Two-type By-claims

摘要：

　　Considering a discrete time risk model in which every main claim may induce one kind of byclaim with certainty and the other kind of by-claim with a certain probability.We obtain a recursive formula for the joint distribution of the surplus before ruin and deficit at ruin.In addition,the explicit expressions for this joint distribution together with the ultimate ruin probability are given when the initial surplus is zero.

关键词： main claim by-claims the joint distribution of the surplus before ruin and deficit at ruin ruin probability

作者: Bao Zhenhua Na Mingxia Diao Yu

作者单位: School of Mathematics, Liaoning Normal University, Dalian, China, 116029

会议类型: 国际会议

会议名称: The 6th International Conference on Financial Risk and Corporate Finance Management(第六届(2014)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 474-479

在线出版日期: 2014-06-30（万方平台首次上网日期，不代表论文的发表时间）