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.

引用

页码：59 / 70

页数：12

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