数学物理学报(英文版) ›› 2010, Vol. 30 ›› Issue (3): 919-931.doi: 10.1016/S0252-9602(10)60089-6
王姗姗, 张春生, 吴荣
WANG Shan-Shan, ZHANG Chun-Sheng, WU Rong
摘要:
In this article, we consider the perturbed classical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.
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