TY - JOUR
T1 - A Class of Ruin Probability Model with Dependent Structure
AU - Wang , Dehui
AU - Gao , Jiaxing
AU - Xu , Zili
AU - Xu , Jinjing
AU - Zhang , Xuli
JO - Communications in Mathematical Research 
VL - 3
SP - 241
EP - 248
PY - 2021
DA - 2021/05
SN - 32
DO - http://doi.org/10.13447/j.1674-5647.2016.03.06
UR - https://global-sci.org/intro/article_detail/cmr/18894.html
KW - ruin probability, dependent structure, individual risk model, Poisson
process.
AB - <p style="text-align: justify;">In this paper, we study a class of ruin problems, in which premiums and
claims are dependent. Under the assumption that premium income is a stochastic
process, we raise the model that premiums and claims are dependent, give its numerical characteristics and the ruin probability of the individual risk model in the surplus
process. In addition, we promote the number of insurance policies to a Poisson process with parameter $λ$, using martingale methods to obtain the upper bound of the
ultimate ruin probability.</p>