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Ruin Problem of a Class of Risk Models

Author: HeJiang
Tutor: ChangZuLing
School: Zhengzhou University
Course: Probability Theory and Mathematical Statistics
Keywords: Markov skeleton processes Bankruptcy problem Bankruptcy time Probability of ruin
CLC: O211.67
Type: Master's thesis
Year: 2011
Downloads: 16
Quote: 0
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Abstract


In this article , we discuss the results obtained by the generalized form of the classical risk model on insolvency . First , we briefly introduce the classical risk model , to an understanding ; then introduced in recent years to develop rapidly Markov skeleton processes knowledge ; Finally, the theory of Markov skeleton process claim amount obey exponential distribution of the risk model some of the important results of the bankruptcy issues , such as : the time of the distribution of the bankrupt , the probability of bankruptcy , of surplus assets before and after the bankruptcy of time and the time of ruin , the joint distribution .

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Expectations and Forecast
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