Peluang Kebangkrutan Perusahaan Asuransi Saat Inteval Antar Pembayaran Memiliki Sebaran Eksponensial yang Tidak Sama

Abstract

In the classical risk model, insurance company profit is affected by three factors i.e., the amount of the initial profit, the amount of revenue (premium) obtained, and the amount of the claims insurance company paid for the customers. The insurance company is called to get ruined if the profit is negative, when the amount of claims paid exceeds the initial profit plus the amount of income (premium) received. In this study such ruin probability was determined for the insurance company in the case where intervals between payments are distributed exponentially unequally and the amount of payments have identical exponential distributions. In this work, we also provide an illustrative surplus process.