Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Advances In Mathematics》 2002-05
Add to Favorite Get Latest Update

The Survey for Researches of Ruin Theory

Cheng Shixue(Information School, Renmin University of China, Beijing, 100872, P. R. China)  
In the context of Insurance Mathematics (also to be called Actuarial Mathema tics), the researches of ruin theory carried out nearly for century are reviewed generally. First, the clear descriptions, basic assumptions and main results of Lundberg-Cramer classical ruin model are given; Two modern approaches in researches of ruin theory are introduced and used to prove the conclusions of classical risk model concisely. Next, the main contributions of Professor Hans Gerber, the leading scholar in ruin theory, and his group are analysed on emphasis; The other advances in modern ruin theory are also briefly mentioned. Finally, the comments for the third kind of actuaries made by Professor Hans Bühlmann, the authoritative scholar in actuarial society, are used to summarize this paper.
【Fund】: 国家自然科学基金资助课题(NO.19971095).
【CateGory Index】: F224.0
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved