Huang, Tao; Zhao, Ruiqing; Tang, Wansheng - In: European Journal of Operational Research 192 (2009) 3, pp. 879-890
In this paper, we consider a risk model in which individual claim amount is assumed to be a fuzzy random variable and the claim number process is characterized as a Poisson process. The mean chance of the ultimate ruin is researched. Particularly, the expressions of the mean chance of the...