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International Conference on Engineering and Business Management (EBM 2010 PAPERBACK)

Chengdu,China,China,3.24-3.26,2010

ISBN: 978-1-935068-05-1 Scientific Research Publishing, USA

Paperback 6066pp Pub. Date: March 2010

Category: Engineering

Price: $280

Title: The Ruin Arobability of the Compound Binomial Multi-Risk Model with a Random Premium
Source: International Conference on Engineering and Business Management (EBM 2010 PAPERBACK) (pp 3988-3991)
Author(s): Yu-juan HUANG, Department of Mathematics and Physics, Shandong Jiao tong University, Jinan 250023, China
Wen-guang YU, School of Statistics and Mathematics, Shandong Economic University, Jinan 250014, China
Hong-mei Liu, School of Science, Dalian Nationalities University, Dalian 116600, China
Abstract: Abstract: Under the discrete time, we discuss a multi-risk model which the arrival of premium policies and the occurrence of claims follow two compound binomial processes. We prove the integral equation of ruin probability. The Lundberg inequality is obtained by the discrete martingale approach.
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