Ruin Probabilities in the Mixed Claim Frequency Risk Models

Zhao Xiaoqin, Chuangxia Huang
2014 Mathematical Problems in Engineering  
We consider two mixed claim frequency risk models. Some important probabilistic properties are obtained by probability-theory methods. Some important results about ruin probabilities are obtained by martingale approach.
doi:10.1155/2014/314307 fatcat:dwmeztgy3rfw7ebqpspnl7gwx4