Advances in Differential Equations and Control Processes
Volume 20, Issue 1, Pages 37 - 51
(February 2019) http://dx.doi.org/10.17654/DE020010037 |
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RUIN PROBABILITY FOR HYPO-EXPONENTIAL CLAIM IN CLASSICAL RISK PROCESS WITH REINSURANCE
Khanchit Chuarkham, Arthit Intarasit and Pakwan Riyapan
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Abstract: In this paper, we study the ruin probability of the classical model under the condition that the claim can be controlled by reinsurance and the sequences of claims follow the hypo-exponential distribution with density function
where
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Keywords and phrases: risk process, hypo-exponential, non-ruin probability, reinsurance.
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