|
Activity Number:
|
610
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Thursday, August 6, 2009 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
Business and Economic Statistics Section
|
| Abstract - #303665 |
|
Title:
|
The Time of Recovery and Ruin Probabilities in Risk Model
|
|
Author(s):
|
Min Deng*+
|
|
Companies:
|
Maryville University of St. Louis
|
|
Address:
|
650 Maryville University Drive, St. Louis, MO, 63141,
|
|
Keywords:
|
Aggregate Claims ; Counting distribution ; Claim distribution ; Mixture Distribution ; Ruin ; Surplus
|
|
Abstract:
|
This paper focuses on one important aspects of Risk Theorem---the time of recovery. There is a lot of research on ruin theory is concentrated on classical risk theory. In this paper we are going to discuss the time of the first time the surplus reaches zero after ruin. We called the time of recovery. Some numerical examples to illustrate the results will be given.
|
