Proceedings of the International Conference on Logistics, Engineering, Management and Computer Science

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Ruin Problems Under the Renewal Risk Model with Interest Force

Authors
Chunping Li
Corresponding Author
Chunping Li
Available Online May 2014.
DOI
10.2991/lemcs-14.2014.91How to use a DOI?
Keywords
risk model; Interest force; renewal risk model; ruin probability; maximum surplus; minimum surplus
Abstract

this paper discusses ruin problems in the renewal risk model with interest force. By using inductive method, the recursive expressions of the distribution of the ruin probability, the distribution of maximum surplus before the ruin and distribution of minimum surplus before the ruin are obtained, and the corresponding integral equation for the distributions are obtained.

Copyright
© 2014, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the International Conference on Logistics, Engineering, Management and Computer Science
Series
Advances in Intelligent Systems Research
Publication Date
May 2014
ISBN
978-94-6252-010-3
ISSN
1951-6851
DOI
10.2991/lemcs-14.2014.91How to use a DOI?
Copyright
© 2014, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Chunping Li
PY  - 2014/05
DA  - 2014/05
TI  - Ruin Problems Under the Renewal Risk Model with Interest Force
BT  - Proceedings of the International Conference on Logistics, Engineering, Management and Computer Science
PB  - Atlantis Press
SP  - 386
EP  - 390
SN  - 1951-6851
UR  - https://doi.org/10.2991/lemcs-14.2014.91
DO  - 10.2991/lemcs-14.2014.91
ID  - Li2014/05
ER  -