Finite-Time Ruin Probabilities for Risk Models with Sequences of Independent and Continously Distributed Random Variables

In this article, we proved the estimation formula for the rui n probability for risk model with sequences of independent and continuously distributed random variables. We generalized the Picard-Lefvre formula (see (7)) for the ruin probability for risk models as well as the results of Claude Lefvre and Stephane Loisel (see (2)). In their studies, the authors gave only the formula of rui n probability for classical risk model while in our study,...