CALCULATIONS OF RUIN PROBABILITIES CONCERNING WITH CLAIM OCCURRENCES  

作　　者：王珊珊 张春生 吴荣 

机构地区：[1]School of Mathematical Sciences and LPMC, Nankai University

出　　处：《Acta Mathematica Scientia》2010年第3期919-931,共13页数学物理学报（B辑英文版）

基　　金：supported by National Ba-sic Research Program of China (973 Program, 2007CB814905);the Natural Science Foundation of China(10871102)

摘　　要：In this article, we consider the perturbed classical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.In this article, we consider the perturbed classical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.

关 键 词：Probability of ruin the perturbed classical surplus model OSCILLATION recursive calculation 

分 类 号：O211.1[理学—概率论与数理统计]