ZHANG Chunsheng, WU Rong. On the Distributions of the Surplus of the Constant Interest Force Risk Model Prior to and at Ruin[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(4): 410-416.
Citation:
ZHANG Chunsheng, WU Rong. On the Distributions of the Surplus of the Constant Interest Force Risk Model Prior to and at Ruin[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(4): 410-416.
ZHANG Chunsheng, WU Rong. On the Distributions of the Surplus of the Constant Interest Force Risk Model Prior to and at Ruin[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(4): 410-416.
Citation:
ZHANG Chunsheng, WU Rong. On the Distributions of the Surplus of the Constant Interest Force Risk Model Prior to and at Ruin[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(4): 410-416.
On the Distributions of the Surplus of the Constant Interest Force Risk Model Prior to and at Ruin
In this paper, applying Laplace transform we give the formulae of the distributions of the surplus of constant interest force risk model prior to and at ruin, which are expressed by some ruin probability, and an analytical expression for ruin probability. We also briefly consider the joint density of the surplus prior to and at ruin.
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