SUN Lijuan, GU Lan. Ruin Problems for the Discrete Time Insurance Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(3): 293-299.
Citation: SUN Lijuan, GU Lan. Ruin Problems for the Discrete Time Insurance Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(3): 293-299.

Ruin Problems for the Discrete Time Insurance Risk Model

  • In this paper we discuss ruin problems under the discrete time insurance risk model with interest. We derive the expressions of the distribution of the surplus immediately before ruin and the distribution of the time in the red which describe the severity of ruin. Recursive formulas has been obtained and the numerical results for a concrete example are also given.
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