Title: Ruin Probability for Erlang(2) Risk Model with Investment and Interference
Abstract: The ruin probability for Erlang(2) risk model with investment and interference is considered in this paper.Firstly,the stationary increment properties of profit process is obtained.Secondly,using the martingale method,the explicit expression and an upper bound estimation of ruin probability are derived.
Publication Year: 2010
Publication Date: 2010-01-01
Language: en
Type: article
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