With the ever-evolving of modern risk theory,more and more attention should be paid to the modification of the classical risk theory. In this paper a risk process with premiums dependent on the current reserve is cons...With the ever-evolving of modern risk theory,more and more attention should be paid to the modification of the classical risk theory. In this paper a risk process with premiums dependent on the current reserve is considered. An explicit expression for the joint distribution of the time of ruin,the surplus immediately before ruin and the deficit at ruin is derived. Finally,some important actuarial diagnostics including the ultimate ruin probability is investigated.展开更多
基金Ministry of Education in China(MOE)Youth Projects of Humanities and Social Sciences(Nos.14YJCZH048,15YJCZH204)National Natural Science Foundations of China(Nos.11401436,11601382,11101434,11571372)+2 种基金National Social Science Foundation of China(No.15BJY122)Hunan Provincial Natural Science Foundation of China(No.13JJ5043)Mathematics and Interdisciplinary Sciences Project,Central South University
文摘With the ever-evolving of modern risk theory,more and more attention should be paid to the modification of the classical risk theory. In this paper a risk process with premiums dependent on the current reserve is considered. An explicit expression for the joint distribution of the time of ruin,the surplus immediately before ruin and the deficit at ruin is derived. Finally,some important actuarial diagnostics including the ultimate ruin probability is investigated.
