Ruin Probabilities in the Mixed Claim Frequency Risk Models

Zhao Xiaoqin and Chuangxia Huang

Mathematical Problems in Engineering, 2014, vol. 2014, 1-7

Abstract:

We consider two mixed claim frequency risk models. Some important probabilistic properties are obtained by probability-theory methods. Some important results about ruin probabilities are obtained by martingale approach.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:314307

DOI: 10.1155/2014/314307

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