数学季刊（英文版）
數學季刊（英文版）
수학계간（영문판）
CHINESE QUARTERLY JOURNAL OF MATHEMATICS
2011年
2期
239-244
,共6页
insurance risk model%entrance process%ruin probability%upper bound%martingale method
In this note, one kind of insurance risk models with the policies having multiple validity times are investigated. Explicit expressions for the ruin probabilities are obtained by using the martingale method. As a consequence, the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.
