On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model

被引：0
|
作者：
Jinghai FENG [1 ]
Lixin SONG [1 ]
Linna YI [1 ]
机构：
[1] School of Mathematical Sciences,Dalian University of Technology,Liaoning 116024,P. R. China
来源：
Journal of Mathematical Research with Applications | 2014年 / 34卷 / 04期
基金：
中国国家自然科学基金;
关键词：
ruin probability; discrete-time; multi-risk model;
D O I：
暂无
中图分类号：
F224 [经济数学方法]; F840 [保险理论];
学科分类号：
020204 ; 0701 ; 070104 ; 120404 ;
摘要：
In this paper, assuming that there are s types of insurance contracts in an insurance company, we study the asymptotic of the finite-time ruin probability for the discrete-time multi-risk model.
引用
收藏
页码：492 / 504
页数：13
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