共查询到2条相似文献,搜索用时 0 毫秒
1.
Jinxia Zhu 《统计学通讯:理论与方法》2013,42(20):3298-3307
This article is devoted to studying a dual Markov-modulated risk model, which can properly represent, to some extent, surplus processes of companies that pay costs continuously and have occasional gains. We consider both the finite and infnite horizon ruin probabilities under this dual model. Upper and lower bounds of Lundberg type are derived for these ruin probabilities. We also obtain a time-dependent version of Lundberg type inequalities. 相似文献
2.
Enkelejd Hashorva 《统计学通讯:理论与方法》2014,43(10-12):2540-2548
In this article, we consider the Sparre Andersen risk model that is perturbed by an inflated chi-process with non-negative random inflator R. Under some conditions on the perturbation and the random inflator, which allow for both small and large fluctuations, exact asymptotic behaviour of the finite-time ruin probability is obtained when initial reserve tends to infinity. 相似文献