Journal of Jianghan University(Natural Science Edition) ›› 2013, Vol. 41 ›› Issue (5): 35-39.

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Probability of Ruin and Approachable Estimate of Claim Sum Obeying χ2 Distribution

XU Lu,CHEN Cai-gang,FU Xiao-lan   

  1. School of Mathematics and Computer Science, Jianghan University,Wuhan 430056,Hubei,China
  • Online:2013-10-12 Published:2013-12-03

Abstract: With establishing a suitable mathematical model, the classical probability theory is used to derive the explicit expression of the last probability of ruin of insurance company that the claim sum obeying the χ2 distribution model,and its approachable estimate is obtained. The conclusions improved the results of literature[1]and[8].

Key words: χ2 distribution, last probability of ruin, explicit expression, approachable estimate

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