摘要
We extend the classical compound Poisson risk model to the case where the premium income process, based on a Poisson process, is no longer a linear function.For this more realistic risk model, Lundberg type limiting results on the finite time ruin probabilities are derived. Asymptotic behaviour of the tail probabilities of the claim surplus process is also investigated.
We extend the classical compound Poisson risk model to the case where the premium income process, based on a Poisson process, is no longer a linear function. For this more realistic risk model, Lundberg type limiting results on the finite time ruin probabilities are derived. Asymptotic behaviour of the tail probabilities of the claim surplus process is also investigated.
基金
The author is grateful to the referees for their comments and suggestions. This work was supported by the National Natural Science Foundation of China and the Ministry of Education of China.
