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《Mathematics in Economics》 2006-03
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RUIN PROBLEMS IN THE DOUBLE BINOMIAL RISK MODEL WITH RANDOM INTEREST FORCE

Tang Guo-qiang(Department of Statistics,East China Normal University,Shanghai,200062,ChinaDepartment of Maths and Physics,Guilin Institute of Technology,Guilin,541004,China)  
In this paper,we discuss ruin problems under the double binomial risk model with random interest force.We derive the expressions of the distribution of the suplus immediately before ruin,the distribution of the time in the red which describe the severity of ruin,the recursive formula for finite time ruin probability and the integration equation for ultimate ruin probability.
【Fund】: 广西自然科学基金资助项目(0447096)
【CateGory Index】: F840;F224
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【References】
Chinese Journal Full-text Database 1 Hits
1 Zhang Jianye,Wang Yongmao,Qin Guixia (College of Sciense,Yan Shan Univercity,Qinhuangdao,Hebei,066004);THE RUIN PROBABILITY LUNDBERG INEQUALIT OF A GENERALIZED RISK MODEL WITH TWO BINOMIAL PROCESSES[J];Mathematics in Economics;2008-03
【Co-citations】
Chinese Journal Full-text Database 4 Hits
1 GUO Li-juan (1.Dept.of Math.&Mech,Central South University,Changsha Hunan 410075;2.Changsha Aeronautical Vocational and Technical College,Changsha Hunan 410124);Ruin Probability in Risk Model with Double Binomial Processes with Diffusion[J];Journal of Changsha Aeronautical Vocational and Technical College;2007-03
2 TANG Guo-qiang1,2(1.Department of Statistics,East China Normal University,Shanghai 200062,China;2.Department of Maths and Physics,Guilin University of Technology,Guilin 541004,China);Bankruptcy in Double Binomial Risk Model with Random Interest Rate[J];Journal of Guilin University of Technology;2007-02
3 TANG Guo-qiang 1,2 (1.Department of Statistics,East China Normal University,Shanghai,200062,China;2.Department of Mathematics and Physics,Guilin Institute of Technology,Guilin,Guangxi,541004,China);Bankruptcy Problems in the Double Binomial Risk Model with Constant Interest Force[J];Guangxi Sciences;2007-01
4 Zhang Jianye,Wang Yongmao,Qin Guixia (College of Sciense,Yan Shan Univercity,Qinhuangdao,Hebei,066004);THE RUIN PROBABILITY LUNDBERG INEQUALIT OF A GENERALIZED RISK MODEL WITH TWO BINOMIAL PROCESSES[J];Mathematics in Economics;2008-03
【Co-references】
Chinese Journal Full-text Database 7 Hits
1 Cheng Shixue\ Wu Biao;THE SURVIVAL PROBABILITY IN FINITE TIME PERIOD IN FULLY DISCRETE RISK MODEL[J];高校应用数学学报B辑(英文版);1999-01
2 PENG Dan1,LIU Dong-hai1,LIU Zai-ming2(1.Department of Mathematics,Hunan University of Science and Technology,Xiangtan 411201;2.Department of Mathematics,Central South University,Changsha 410075,China);The Ruin Probability of The Double Negative Binomial Risk Model[J];Journal of East China Jiaotong University;2007-04
3 Gong Rizhao (Department of mathematics & Physics, Xiangtan Polytechnic University, Xiangtan,411201) Yang Xiangqun (Department of Mathematics, Hunan Normal University, Changsha, 410081);THE RUIN PROBABILITIES IN THE COMPOUND BINOMIAL MODEL[J];Mathematics In Economics;2001-02
4 Gao Mingmei ( Department of Mathematics,Qingdao University,Qingdao Shandong 266071) Zhao Mingqing ( College of Info .Science & Engg,SUST,Taian,Shandong 271019 ) Wang Jianxin ( Dep.of Mathematics and Physics,QUST,Qingdao,Shandong 266042);RUIN PROBABILITY IN THE DOUBLE BINOMIAL RISK MODEL[J];Mathematics In Economics;2004-01
5 Zhang Xiang-hu~1 Zhao Ming-qing~2(1.Taian Campus,SUST,Taian,Shandong,271019,China;2.College of Info.Science and Eng.,SUST,Qingdao,Shangdong,266510,Chian);RUIN PROBABILITY OF THE DOUBLE BINOMIAL RISK MODEL BY DIFFUSION[J];Mathematics in Economics;2005-04
6 Liu Donghai1,Peng Dan1,Liu Zaiming2 (1.Department of Mathematics,Hunan University of Science and Technology,Xiangtan,411201 2.Department of Mathematics,Central South University,Changsha,410075);RUIN PROBABILITIES AND COMPARISON FOR TWO DIFFERENT DOUBLE BINOMIAL MODEL WITH INVESTMENT[J];Mathematics in Economics;2007-02
7 CHEN Guo-song, ZHAO Pei-chen1(Shandong Water polytechnic, Rizhao 276826, P.R.China;College of Mathematics and Information Science, Guangxi University1, Nanning, 530004,P.R.China);Compound Negative Binomial Risk Model Whose Premium is a Binomial Stochastic Series[J];Science Technology and Engineering;2007-17
【Secondary Citations】
Chinese Journal Full-text Database 2 Hits
1 CHENG Shi xue 1, ZHU Ren dong\+2 ( 1.Information School,People's Univ. of China,Beijing 100872,China; 2.China Reinsurance Company,Shanghai Branch,Shanghai 200120,China) \;;THE ASYMPTOTIC FORMULAS AND LUNDBERG UPPER BOUND IN FULLY DISCRETE RISK MODEL[J];Applied Mathematics A Journal of Chinese Universities;2001-03
2 Gong Rizhao (Department of mathematics & Physics, Xiangtan Polytechnic University, Xiangtan,411201) Yang Xiangqun (Department of Mathematics, Hunan Normal University, Changsha, 410081);THE RUIN PROBABILITIES IN THE COMPOUND BINOMIAL MODEL[J];Mathematics In Economics;2001-02
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