The Ruin Probability of a Discrete-time Risk Model with Two-type Claims
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Abstract:
In this paper,we consider a discrete-time risk model.The formulas of ultimate ruin probability and Lundberg equality for this model are obtained.An example of one class of the premium received and the amounts of claims for three different exponential distributions is given.
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周永卫; 杨晓侠; 范贺花. M/M/1排队系统队长瞬时分布的新算法[J].华东交通大学学报,2006,23(1):158-160. . The Ruin Probability of a Discrete-time Risk Model with Two-type Claims[J]. JOURNAL OF EAST CHINA JIAOTONG UNIVERSTTY,2006,23(1):158-160
