Journal of Jianghan University(Natural Science Edition) ›› 2014, Vol. 42 ›› Issue (1): 32-35.
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YU Guo-sheng
Online:
Published:
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:
O211.5
YU Guo-sheng. Ruin Problem of Discrete Time Risk Models with Variable Rate[J]. Journal of Jianghan University(Natural Science Edition), 2014, 42(1): 32-35.
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