Ruin Theory for the Risk Process Described by PDMPs

被引：0
|
作者：
Guo-jing Wang
机构：
来源：
Acta Mathematicae Applicatae Sinica | 2003年 / 01期
关键词：
Risk process; survivor function; ruin probability; integro-differential equation; supremum distribution before ruin;
D O I：
暂无
中图分类号：
O211.67 [期望与预测];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markovprocesses(PDMP).We first present the construction of the risk process and then discuss some ruin problemsfor this new kind of risk model.
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页码：59 / 70
页数：12
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