journal6 ›› 2005, Vol. 26 ›› Issue (2): 39-42.
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Abstract: A double-type-insurance risk model with Markov-modulated premium rate is introduced.Under the condition of double-type-insurance,a integral equation for the conditional ruin probability is obtained.Furthermore,a recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given.
Key words: Markov-modulated, ruin probability, double-type-insurance
HE Shu-Hong, CHEN Yan. Ruin Probability in a Double-Type-Insurance Risk Model with Markov-Modulated Premium Rate[J]. journal6, 2005, 26(2): 39-42.
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https://zkxb.jsu.edu.cn/EN/Y2005/V26/I2/39