On the Renewal Risk Model with Constant Interest Force

oleh: K.K. Thampi, M.J. Jacob

Format: Article
Diterbitkan: Society for Risk Analysis - China 2013-08-01

Deskripsi

In this paper, we consider a renewal risk model with constant interest force for an insurance portfolio. We discuss equations for the survival probability and its Laplace-Stieltjes transforms have been obtained. We provide recursive algorithm for the upper and lower bounds for the ruin/survival probability under interest force. Finally, we derive an exponential integral equation for the survival probability. Some special cases are also discussed.