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Activity Number:
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238
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Type:
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Contributed
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Date/Time:
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Tuesday, August 5, 2008 : 8:30 AM to 10:20 AM
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Sponsor:
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Business and Economics Statistics Section
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| Abstract - #300996 |
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Title:
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Ruin Probabilities in Risk Model with the General Mixture Distribution
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Author(s):
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Min Deng*+
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Companies:
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Maryville University of St. Louis
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Address:
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650 Maryville University Drive, St. Louis, MO, 63141,
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Keywords:
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Aggregate Claims ; Counting distribution ; Claim distribution ; Mixture Distribution ; Ruin ; Surplus
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Abstract:
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This paper focus on one important aspects of risk theorem---the probability functions of ruin. In this paper we are going to propose a method to deriving recursive and explicit formulas for ruin probabilities in risk model with the general mixture distribution. Some numerical examples to illustrate the results will be given.
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