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On the Ruin Probability Under a Class of Risk Processes
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AbstractIn this paper a class of risk processes in which claims occur as a renewal process is studied. A clear expression for Laplace transform of the finite time ruin probability is well given when the claim amount distribution is a mixed exponential. As its consequence, a well-known result about ultimate ruin probability in the classical risk model is obtained.
Title: On the Ruin Probability Under a Class of Risk Processes
Description:
AbstractIn this paper a class of risk processes in which claims occur as a renewal process is studied.
A clear expression for Laplace transform of the finite time ruin probability is well given when the claim amount distribution is a mixed exponential.
As its consequence, a well-known result about ultimate ruin probability in the classical risk model is obtained.
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