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《Journal of Qufu Normal University(Natural Science)》 2010-02
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Ruin Probability for a Risk Model

BI Xiu-chun①,LI Rong①,SU Yu-xia①,LIU Xu-qi②(①School Mathematial Sciences,Qufu Normal University,273165,Qufu,Shandong;②The First High School of Zoucheng,273500,Zoucheng,Shandong,PRC)  
This paper further generalizes the Sparre Anderson risk model and gives tail equivalence relationship for the ruin probability,which coincides with that for corresponding ruin probability in the Sparre Anderson model.
【Fund】: 国家自然科学基金资助项目(10771119);; 曲阜师范大学科研启动基金资助项目
【CateGory Index】: F224;F840
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【Citations】
Chinese Journal Full-text Database 5 Hits
1 BI Xiu-chun, YIN Chuan-cun (Dept. of Math.,Qufu Normal Univ.,Qufu 273165,China);A local result on probability in renewal risk model[J];Applied Mathematics A Journal of Chinese Universities;2005-01
2 ZHAO Xiang_hua, YIN Chuan_cun(College of Mathematics, Qufu Normal University, 273165, Qufu, Shandong, PRC);Ruin Problems for a Sparre Andersen Risk Model[J];Journal of Qufu Normal University(Natural Science);2005-02
3 KONG Fanchao CAO Long WANG Jinliang TANG Qihe*Department of Mathematics, Anhui University, Hefei 230039, China. **Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China.;RUIN PROBABILITIES FOR LARGE CLAIMS IN EQUILIBRIUM RENEWAL MODEL[J];Chinese Annals of Mathematics,series A;2002-04
4 KONG Fanchao CAO Long Department of Mathematics, Anhui University, Heifei 230039, China.;SOME RESULTS ABOUT RUIN PROBABILITY IN RENEWAL RISK MODEL AND DELAYED RENEWAL RISK MODEL[J];Chinese Annals of Mathematics,series A;2003-01
5 WANG CHAO (PING AN Property and Casualty Insurance Company Eastern Business Unit, Shanghai, 200040) ZHOU BIN (Department of Statistics, East China Normal University, Shanghai, 200062) CHENG DONGYA WANG YUEBAO (Department of Mathematics, Soochow University, Suzhou, 215000);Local Ruin Probability in the Delayed Renewal Risk Model with Large Claims[J];Chinese Journal of Applied Probability and Statistics;2006-01
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 LIU Shanshan1,2,WANG Chunwei2(1.Guangzhou Yuyan Middle School,Guangzhou 510530,China;2.School of Mathematical Sciences,Qufu Normal University,Qufu 273165,China);The large deviations of risk model for two-type-risk insurance perturbed by diffusion[J];Pure and Applied Mathematics;2007-04
2 JIAO Sheng-hua(Department of Mathematics,Linyi Normal University,Linyi 276005,China);A sort of distribution[J];Pure and Applied Mathematics;2008-04
3 SONG Hui-jie , LI Xiang-fa , GUO Peng-jiang (Department of Mathematics,Northwest University, Xi'an 710069,China);Bounds for the probability and severity of ruin in the sparre Andersen model[J];Pure and Applied Mathematics;2009-02
4 Wang chu(School of Mathematics and Computational Science Anhui University,Hefei 230039,China);Development of Research on Ruin Probabilities of Heavy-tailed Distribution[J];Journal of Chuxiong Normal University;2006-09
5 BI Xiu-chun, YIN Chuan-cun (Dept. of Math.,Qufu Normal Univ.,Qufu 273165,China);A local result on probability in renewal risk model[J];Applied Mathematics A Journal of Chinese Universities;2005-01
6 XIA Ya-feng,CHEN Ying(College of Sciences,Lanzhou University of Science and Technology,Lanzhou 730050,China);The Two-Dimensional Renewal Risk Model about Interest Rate and the Disturbance Factor[J];Journal of Gansu Sciences;2009-04
7 JIANG Tao (School of Finance,Zhejiang Gongshang Univ.,Hangzhou 310018,China);Insensitivity to negative dependence of the finite time ruin probability for renewal model with constant interest force[J];Applied Mathematics A Journal of Chinese Universities(Ser.A);2009-04
8 PENG Dan~(1,2),LIU Dong-hai~(1,2)(1.Department of Mathematics,Hunan University of Science and Technology,Xiangtan 411201;2.Department of Mathematics,Central South University,Changsha 410075,China);A Tail Equivalence Relationship of Ruin Probability in Renewal Risk Model[J];Journal of East China Jiaotong University;2005-05
9 Gao Shan1,Sun Daode2 (1.Department of Mathematics of Fuyang Normal College,Fuyang,236032;2.Science and Technology of Fuyang Normal College,Fuyang,236032);SOME PROBLEMS OF A CLASS OF DEPENDENT RISK MODEL WITH HEAVY-TAILED CLAIMS[J];Mathematics in Economics;2007-02
10 XU Shen-xin1,FANG Da-fan2,(1.Insurance Professional College,Changsha 410114,China;2.Guangdong University of Business Studies,Guangzhou 510320,China);History and Current Situation of Bankruptcy Theory Study[J];Journal of Jishou University(Natural Sciences Edition);2008-01
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1 ZHANG Yong-qing ZHAO Ming-qing (Information School,Shandong University of Science and Technology,Qingdao 266510,China);An Asymptotic Relationship for Survival Probability in Compound Renewal Risk Model[A];[C];2008
2 Jing Wei Hai-zhong Yang School of Statistics,Xi'an University of Finance and Economics,Xi'an 710100,China;Moments of severity of ruin in the extended Sparre Andersen model[A];[C];2009
【Secondary Citations】
Chinese Journal Full-text Database 3 Hits
1 DONG Hua,ZHAO Xiang-hua(Department of Mathematics, Qufu Normal University, 273165, Qufu, Shandong, PRC);RUIN PROBLEMS FOR A PHASE-TYPE RISK PROCESS[J];Journal of Qufu Normal University(Natural Science);2004-02
2 KONG Fanchao CAO Long WANG Jinliang TANG Qihe*Department of Mathematics, Anhui University, Hefei 230039, China. **Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China.;RUIN PROBABILITIES FOR LARGE CLAIMS IN EQUILIBRIUM RENEWAL MODEL[J];Chinese Annals of Mathematics,series A;2002-04
3 KONG Fanchao CAO Long Department of Mathematics, Anhui University, Heifei 230039, China.;SOME RESULTS ABOUT RUIN PROBABILITY IN RENEWAL RISK MODEL AND DELAYED RENEWAL RISK MODEL[J];Chinese Annals of Mathematics,series A;2003-01
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