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LIN Qing-min, WANG Rong-ming. The Estimates of Bounds on Ruin Probabilities under Perturbed Risk Models[J]. Journal of East China Normal University (Natural Sciences), 2003, (3): 24-30.
Citation:
LIN Qing-min, WANG Rong-ming. The Estimates of Bounds on Ruin Probabilities under Perturbed Risk Models[J]. Journal of East China Normal University (Natural Sciences), 2003, (3): 24-30.
LIN Qing-min, WANG Rong-ming. The Estimates of Bounds on Ruin Probabilities under Perturbed Risk Models[J]. Journal of East China Normal University (Natural Sciences), 2003, (3): 24-30.
Citation:
LIN Qing-min, WANG Rong-ming. The Estimates of Bounds on Ruin Probabilities under Perturbed Risk Models[J]. Journal of East China Normal University (Natural Sciences), 2003, (3): 24-30.
Bounds on the probabilities for risk processes perturbed by diffusion are considered. Using a generalization of Wald's fundamental identity, we derive upper and lower bounds in terms of some life distributions respectively. Examples on how to use these bounds are given,and comparision of our bounds with other's are considered.