Title: A Ruin Model with Dependence between Premium and Claim
Abstract: In this paper we consider a dependence risk model,in which the claim may produce a re-premium at the same time.We discuss this model and the general formula of the ruin probability is given,and a upper bound for the ruin probability for this model is got.
Publication Year: 2006
Publication Date: 2006-01-01
Language: en
Type: article
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