journal6 ›› 2006, Vol. 27 ›› Issue (2): 9-11.

• Mathematics • Previous Articles     Next Articles

Risk Model Whose Premium is a Stochastic Process with Interest Force


  1. (School of Mathematical Sciences and Computing Technology,Central South University,Changsha 410075,China)
  • Online:2006-03-25 Published:2012-09-16

Abstract: The authors discuss the risk model whose premium is a stochastic process with interest force.Firstly,the author discuss the upper bounds of the ruin probabilities by Martingales method,and then prove that surplus process in claim moment is a Markov chain.

Key words: interest force, Poisson process, ruin probability, Martingales method

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