Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for...Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.展开更多
基金Supported by the National Natural Sciences Foundation of China (No.19971047)Doctoral Foundation of Suzhou University.
文摘Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.
