Title: Ruin Probability in Risk Model by Diffusion
Abstract: In this paper,a double-Poisson processes by diffusion risk model in4is generalized,and in this model the premiums are random variables.The Lundberg inequality and general formulas of ultimate ruin probability for this model are obtained by martingale.
Publication Year: 2006
Publication Date: 2006-01-01
Language: en
Type: article
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