Title: The Ruin Probability of a Renewal Process Risk Model
Abstract: A renewal process risk model is built in this paper.In this model,the force of interest varies continuously with time,the distribution of the claim size follows Pareto distribution,the number of the claim times conforms to renew process,and obtains an approximate expression of the finite time and infinite time ruin probability of the insurance company.
Publication Year: 2012
Publication Date: 2012-01-01
Language: en
Type: article
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