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

页数：7

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