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Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force.
- Source :
-
Journal of Inequalities & Applications . 9/9/2016, Vol. 2016 Issue 1, p1-13. 13p. - Publication Year :
- 2016
-
Abstract
- In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10255834
- Volume :
- 2016
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Inequalities & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 118006935
- Full Text :
- https://doi.org/10.1186/s13660-016-1135-8