journal6 ›› 2007, Vol. 28 ›› Issue (4): 12-15.
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Abstract: The compound binomial risk model under rates of interest with autoregressive structure of order 2 is studied.The integral equations of the ultimate ruin probability are obtained by the recursive method.Upper bound for the ultimate ruin probability is obtained from these equations.
Key words: risk model, rate of interest, upper bound for the ultimate ruin probability, autoregressive structure of order 2
YANG Shan-Bing, JI Hong-Lei, ZHU Ya-Ping. Compound Binomial Risk Model Under Rates of Interest with Autoregressive Structure of Order 2[J]. journal6, 2007, 28(4): 12-15.
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https://zkxb.jsu.edu.cn/EN/Y2007/V28/I4/12