Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4664168 | Acta Mathematica Scientia | 2010 | 9 Pages |
Abstract
We consider that the reserve of an insurance company follows a renewal risk process with interest and dividend. For this risk process, we derive integral equations and exact infinite series expressions for the Gerber-Shiu discounted penalty function. Then we give lower and upper bounds for the ruin probability. Finally, we present exact expressions for the ruin probability in a special case of renewal risk processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)