Title of article
Probability of ruin with variable premium rate in a Markovian environment
Author/Authors
Jasiulewicz، نويسنده , , Helena، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
6
From page
291
To page
296
Abstract
The probability of ruin is investigated under the influence of a premium rate which varies with the level of free reserves. In the considered risk model, the occurrence of claims is described by the Cox process.
Keywords
Ruin probability , Integral equation , Variable premium rate , Cox processes
Journal title
Insurance Mathematics and Economics
Serial Year
2001
Journal title
Insurance Mathematics and Economics
Record number
1542429
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