Research on Ruin Problems with Two-type by-claims and Delay Period Based on Compound Binomial Risk Model

doi:10.1016/j.aasri.2012.06.049

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	Research on Ruin Problems with Two-type by-claims and Delay Period Based on Compound Binomial Risk Model
	Li, Suoping; Zhou, Dali; Huang, Guangdi
	2012
关键词	Two-type by-claims Compound binomial risk model Delay Period Joint ditribution Ruin probability
卷号	1
DOI	10.1016/j.aasri.2012.06.049
页码	318-323
英文摘要	In this paper, we propose a new a new risk model with two-type by-claims and delay period based on compound binomial distribution, in which every main claim induces two kinds of by-claims but either of the by-claims maybe delayed to the next period. The nature of the risk model with time-correlated claims is studied based on recursion of joint distribution functions. Through introducing three submodels, we obtain the expression of the joint distribution f(u, x, y) of the surplus just before ruin and deficit at ruin when initial surplus is 0 and the recursive formula of the joint distribution when initial surplus is u. In addition, when initial surplus is 0 the ruin probability of the risk model is given. At last, we provide the method to compute the ruin probability when initial surplus is u. (C) 2012 Published by Elsevier B. V. Selection and/or peer review under responsibility of American Applied Science Research Institute
会议录	AASRI CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND BIOINFORMATICS
会议录出版者	ELSEVIER SCIENCE BV
会议录出版地	SARA BURGERHARTSTRAAT 25, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
语种	英语
WOS研究方向	Computer Science ; Medical Informatics
WOS记录号	WOS:000314108200048
内容类型	会议论文
源URL	[http://119.78.100.223/handle/2XXMBERH/37193]
专题	理学院
通讯作者	Li, Suoping
作者单位	Lanzhou Univ Technol, Sch Sci, Lanzhou 730050, Peoples R China
推荐引用方式 GB/T 7714	Li, Suoping,Zhou, Dali,Huang, Guangdi. Research on Ruin Problems with Two-type by-claims and Delay Period Based on Compound Binomial Risk Model[C]. 见:.