In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequ...In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.展开更多
基金Supported by the Grant to Supervisors of Postgraduates with Universities in Gansu Province(1001-10)
文摘In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.
