Title of article :
Probability of ruin with variable premium rate in a Markovian environment
Author/Authors :
Jasiulewicz، نويسنده , , Helena، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
The probability of ruin is investigated under the influence of a premium rate which varies with the level of free reserves. In the considered risk model, the occurrence of claims is described by the Cox process.
Keywords :
Ruin probability , Integral equation , Variable premium rate , Cox processes
Journal title :
Insurance Mathematics and Economics
Journal title :
Insurance Mathematics and Economics
