Probability of ruin with variable premium rate in a Markovian environment

被引：38

作者：

Jasiulewicz, H ^{[1
]}

机构：

[1] Wroclaw Univ Technol, Inst Math, PL-50370 Wroclaw, Poland

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2001年 / 29卷 / 02期

关键词：

ruin probability; integral equation; variable premium rate; Cox processes;

D O I：

10.1016/S0167-6687(01)00090-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The probability of ruin is investigated under the influence of a premium rate which varies with the level of free reserves. In the considered risk model, the occurrence of claims is described by the Cox process. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：291 / 296

页数：6

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