Ruin Probabilities in the Mixed Claim Frequency Risk Models

被引：0
|
作者：
Zhao Xiaoqin [1 ]
Huang, Chuangxia [1 ,2 ]
机构：
[1] Changsha Univ Sci & Technol, Sch Math & Comp Sci, Changsha 410004, Hunan, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 10090, Peoples R China
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2014年 / 2014卷
基金：
中国国家自然科学基金; 中国博士后科学基金;
关键词：
BANKRUPTCY;
D O I：
10.1155/2014/314307
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
We consider two mixed claim frequency risk models. Some important probabilistic properties are obtained by probability-theory methods. Some important results about ruin probabilities are obtained by martingale approach.
引用
收藏
页数：7
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