Ruin Probability in the Jump-diffusion Risk Model with the Variable Limit of Ruin

机译：具有变数破产限制的跳跃扩散风险模型的破产概率

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摘要

In this paper, we study the ruin probability for the jump-diffusion risk model with the variable limit of ruin, we obtain the equality of the ruin probability. We get the equality and equation of ruin probability when the limit of ruin is compound poisson process.

机译：本文研究了具有变数破坏极限的跳跃扩散风险模型的破产概率，得到了破产概率相等。当破坏的极限是复合泊松过程时，我们得到了破坏概率的等式和方程。

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《International institute of statistics and management engineering symposium》|2010年|p.146-149|共4页
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作者
CHENG Junxiang; ZHANG Xinfang;
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正文语种
中图分类统计学;统计学;
关键词
jump-diffusion risk model; the limit of ruin; ruin probability; compound poisson process;

机译：跳跃扩散风险模型;毁灭的极限破坏概率复合泊松过程;

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1. Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest [J] . Qingwu Gao, Di Bao Journal of the Korean Mathematical Society . 2014,第4期

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2. Ruin probability and local ruin probability in the random multi-delayed renewal risk model [J] . Gao QW, Wang YB Statistics & Probability Letters . 2009,第5期

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3. Ruin probability in a risk model with variable premium intensity and risky investments [J] . Yuliya Mishura, Mykola Perestyuk, Olena Ragulina Opuscula Mathematica . 2015,第3期

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4. Ruin Probability in the Jump-diffusion Risk Model with the Variable Limit of Ruin [C] . CHENG Junxiang, ZHANG Xinfang International institute of statistics and management engineering symposium . 2010

机译：毁灭性限制跳跃扩散风险模型中的破坏概率
5. A class of bivariate Erlang distributions and ruin probabilities in multivariate risk models. [D] . Groparu-Cojocaru, Ionica. 2013

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6. Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns [O] . Yinghua Dong, Dingcheng Wang -1

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7. Approximation of ruin probability and ruin time in discrete Brownian risk models [O] . Grigori Jasnovidov 2020

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Ruin Probability in the Jump-diffusion Risk Model with the Variable Limit of Ruin

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