Ruin Probability For The Negative Risk Sum Model Perturbed By Diffusion

Ruin probability is always an important topic for any risk model. According to claims occurrence of insurance company, the risk processes are divided into two classes:the risk with positive risk sum and the ones with negative risk sum.This paper considers a risk model with negative risk sum perturbed by diffusion, the integro-differential equation and explicit expression for the ruin probability are derived.