On the Insurance Risk Models of CeneralArrival of Claims with Constant Interest Force
ZHANGDe-ran[1] MAOShi-song[2]
[1]Dept.ofMath.FuyangTeachersCollege,AnhuiFuyang236032China [2]Dept.ofStar,EastChinaNormalUniv.Shanghai200062,China
摘 要:
In this paper, we discuss the insurance risk models of general arrrival of claims with con-stant interest force, prove that the surplus process {Xб(Tn), n≥0} at claim occurrence times T. is ahomogeneous Markov skeleton one,and give the distribution of surplus assets prior to and ruin andthe joint distrubutions of the ruin time and them. (共5页)
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