Some comparison results for finite-time ruin probabilities in the classical risk model
نویسندگان
چکیده
منابع مشابه
Some results of ruin probability for the classical risk process
The computation of ruin probability is an important problem in the collective risk theory. It has applications in the fields of insurance, actuarial science, and economics. Many mathematical models have been introduced to simulate business activities and ruin probability is studied based on these models. Two of these models are the classical risk model and the Cox model. In the classical model,...
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2017
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2017.09.004