Article ID Journal Published Year Pages File Type
4664832 Acta Mathematica Scientia 2010 13 Pages PDF
Abstract

In this article, we consider the perturbedclassical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)