Abstract

The ruin probability of an insurance company is studied under two different risk models with stochastic premiums. We obtain upper bounds for the probability of ruin provided that either the aggregate claims process or the aggregate premium process is constructed using the renewal process.

中文翻译：

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具有随机保费的模型的破产概率

摘要

在两种具有随机保费的风险模型下研究了一家保险公司的破产概率。如果总索赔过程或总保费过程是使用续签过程构建的，我们就可以得出破产概率的上限。