Journal of Jianghan University(Natural Science Edition) ›› 2014, Vol. 42 ›› Issue (1): 32-35.

Previous Articles     Next Articles

Ruin Problem of Discrete Time Risk Models with Variable Rate

YU Guo-sheng   

  1. School of Mathematics and Computer Science,Jianghan University,Wuhan 430056,Hubei,China
  • Online:2014-02-25 Published:2014-04-14

Abstract: In reality,a large portion of the risk models have interest rate,introducing interest rate to improve the describing capability of model is one of hot topics in the actuarial research. Considers a special kind of discrete time risk model with variable rate,the estimation of upper bound on the distribution of surplus just before ruin is given.

Key words: risk model, ruin moment, surplus distribution

CLC Number: