WEI Jing, GE Shigang, LIU Haisheng. Ruin Probability of Surrender Dependent Multi-Type Risk Model in Sparse Process[J]. Acta Scientiarum Naturalium Universitatis SunYatseni, 2015,54(4):72-74.
WEI Jing, GE Shigang, LIU Haisheng. Ruin Probability of Surrender Dependent Multi-Type Risk Model in Sparse Process[J]. Acta Scientiarum Naturalium Universitatis SunYatseni, 2015,54(4):72-74.DOI:
the process of risk model by describing with single risk has limitation. So multi-type insurance risk model is particularly necessary. Considering the possibility of premium randomness and surrender risk
a multitype random risk model is established with the times of premium and claim being Poisson processes
and the surrender being a random q-sparse process of the premium process. By analyzing the properties of the surplus process
it is obtained the expression of ultimate ruin probability and the Lundberg inequality for ruin probability upper bound.
关键词
多险种退保Poisson过程稀疏过程破产概率
Keywords
multi-type insurancesurrenderPoisson processsparse processruin probability