In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequ...In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.展开更多
基金Supported by the Grant to Supervisors of Postgraduates with Universities in Gansu Province(1001-10)
文摘In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.
基金supported by National Natural Science Foundation of China(11201006)Humanities and Social Science Project of Ministry of Education(12YJC910012)the Colleges and Universities of Anhui Province Natural Science Foundation Grand Project(KJ2012ZD01)
