Back to Search
Start Over
Ruin Probability for Non-standard Poisson Risk Model with Stochastic Returns.
- Source :
-
World Congress on Engineering 2009 (Volume 2) . 2009, p1344-1349. 6p. - Publication Year :
- 2009
-
Abstract
- This paper investigates the finite time ruin probability in non-homogeneous Poisson risk model, conditional Poisson risk models and renewal risk model with stochastic returns. Under the assumption that the claimsize is subexponentially distributed, a simple asymptotic relation is established when the initial capital tends to infinity. The results obtained extend the corresponding results of constant interest force. Key Words: [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISBNs :
- 9789881821010
- Database :
- Academic Search Index
- Journal :
- World Congress on Engineering 2009 (Volume 2)
- Publication Type :
- Book
- Accession number :
- 50995017