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Document Details : Title: On the Ruin Probability under a Class of Risk Processes Author(s): WANG, R. , LIU, H. Journal: ASTIN Bulletin Volume: 32 Issue: 1 Date: May 2002 Pages: 81-90 DOI: 10.2143/AST.32.1.1016 Abstract : In 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. |
