On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model

Jinghai FENG; Lixin SONG; Linna YI

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On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model

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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.

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《数学研究及应用》 |2014年第4期|492-504|共13页
作者
Jinghai FENG; Lixin SONG; Linna YI;
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作者单位

School of Mathematical Sciences;

Dalian University of Technology;

Liaoning 116024;

P. R. China;

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原文格式 PDF
正文语种 chi
中图分类经济数学方法;保险理论;
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On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model

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