Liu Li. On the Number of Claims before Recovery in the Risk Models with Constant Interest Rate[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(5): 493-500.
Citation: Liu Li. On the Number of Claims before Recovery in the Risk Models with Constant Interest Rate[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(5): 493-500.

On the Number of Claims before Recovery in the Risk Models with Constant Interest Rate

  • In this paper, we study the probabilities of having n claims before the surplus process recovers to non-negative values and after the process has been ruined, and obtain the respective recursive formulas.
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