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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.