Distribution of Deficit at Ruin for a PDMP Insurance Risk Model  

作　　者：Guo-jingWang Su-pingQian RongWu 

机构地区：[1]DepartmentofMathematics,SuzhouUniversity,Suzhou215006,China [2]DepartmentofMathematics,ChangshuCollege,Changshu215500,China [3]DepartmentofMathematics,NankaiUniversity,Tianjin300071,China

出　　处：《Acta Mathematicae Applicatae Sinica》2003年第3期521-528,共8页应用数学学报（英文版）

基　　金：the National Natural Science Foundation of China (Grant No. 10271087);National Science Foundation of Jiangsu education Ministry (Grant No. 02KJB110002).the National Natural Science Foundation of China (Grant No. 10271062);the Research Fund for th

摘　　要：In this paper we consider the risk process described by a piecewise deterministic Markov processes (PDMP). We mainly discuss the distribution of the deficit at ruin for the risk process. We derive the integrodi differential equation satisfied by this distribution. We obtain the explicit expressions for it for certain choices of the claim amount distribution.In this paper we consider the risk process described by a piecewise deterministic Markov processes (PDMP). We mainly discuss the distribution of the deficit at ruin for the risk process. We derive the integrodi differential equation satisfied by this distribution. We obtain the explicit expressions for it for certain choices of the claim amount distribution.

关 键 词：Integro-differential equation risk process deficit at ruin survivor function 

分 类 号：F840[经济管理—保险] F224.7