数学物理学报(英文版)
數學物理學報(英文版)
수학물이학보(영문판)
Acta Mathematica Scientia
2003年
1期
53-60
,共8页
Ruin probability%surplus distribution at the time of ruin%finite mixture of exponential distributions%Gamma distribution
The classical risk process that is perturbed by diffusion is studied. The explicitexpressions for the ruin probability and the surplus distribution of the risk process atthe time of ruin are obtained when the claim amount distribution is a finite mixture ofexponential distributions or a Gamma (2, α) distribution.
