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Title
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احتمال ورشكستگي زمان متناهي در مدل ريسك وابسته
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Type
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Presentation
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Keywords
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Collective insurance risk model, Dependent claims, Finite time ruin probability,
Insurance company
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Abstract
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In the risk theory, work concerning the financial surplus of insurance companies in
continuous time has been proceeding for nearly a century. In the present paper, we
consider the classical compound Poisson risk model with dependence between claim
sizes and claim inter-arrival time. The dependence assumption between the interclaim
times and the claim sizes is well suited for insurance contracts during extreme and
catastrophic events. We attempt to analyze the approximation of finite time ruin
probability for such model as the initial capital increases.
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Researchers
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Abouzar Bazyari (Second researcher) ,
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