The ruin probabilities of a multidimensional perturbed risk model

Mathematical Communications

Slijepčević-Manger, Tatjana¹ 

[1] Faculty of Civil Engineering, University of Zagreb, Croatia

关键词: multidimensional risk model;    martingale;    Poisson process;    ruin probability;   

DOI  :  

学科分类：社会科学、人文和艺术（综合）

来源: Sveuciliste Josipa Jurja Strossmayera u Osijeku * Odjel za Matematiku / University of Osijek, Department of Mathematics

【 摘 要 】

InthispaperweconsidertheruinprobabilitiesofamultidimensionalinsuranceriskmodelperturbedbyBrownianmotion.ALundberg-typeupperboundisderivedfortheinnite-timeruinprobabilitywhenclaimsarelight-tailed.Theproof...

【 授权许可】

Unknown