This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative p...This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative proof to a result on the optimal dividend problem due to Loeffen （2008）.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.11171179the Research Fund for the Doctoral Program of Higher Education of China under Grant No.20093705110002
文摘This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative proof to a result on the optimal dividend problem due to Loeffen （2008）.
