A Joint Distribution And Ruin Probability Of A Continuous Time Risk Model

The ruin probability,the deficit at ruin,the surplus immediately prior to ruin and the supreme profits before ruin of the compound Poisson risk model have been deeply studied by Hans.U.Gerber,Dicksori,D.M.etc. Rong,W., Chensheng,Z. and Guojing W.(2002) gets ,by strong Markov property,a joint distribution of the deficit at ruin, the surplus immediately prior to ruin,the supreme profits before ruin, the supreme profits before the last ruin of the compound Poisson model. This paper ,by the thought, of the compound Poisson model,has a deep study of the continuous time risk model with the claim interoccurence of deficit-time geometry distribution. And we get the expression of a joint distribution of the deficit at ruin, the surplus immediately prior to ruin, the supreme profits before ruin ,the supreme profits before the last ruin and expressions of ruin probability of this model.