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Finite-Time Ruin Probabilities for Risk Models with Sequences of Independent and Continously Distributed Random Variables |
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PP: 87-93 |
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Author(s) |
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Bui Khoi Dam,
Nguyen Thi Thuy Hong,
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Abstract |
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| In this article, we proved the estimation formula for the ruin probability for risk model with sequences of independent and
continuously distributed random variables.We generalized the Picard-Lefvre formula (see [7]) for the ruin probability for risk models as
well as the results of Claude Lefvre and Stephane Loisel (see [2]). In their studies, the authors gave only the formula of ruin probability
for classical risk model while in our study, we established the formula for continuously distributed random variables. Otherwise, we
extended the results for the model with sequences which are dependent of Markov type. |
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