@article{Nguyen Quang Chung_Bui Thi Lan Anh_Tran Thi Hai Ly_2022, title={THE RESULTS OF INTEGRAL OPERATION IN A RISK MODEL WITH EXCESS OF LOSS REINSURANCE}, volume={36}, url={https://tapchi.utehy.edu.vn/index.php/jst/article/view/577}, abstractNote={<p>This article considers a discrete time insurance risk model. The premiums are assumed a constant and are calculated according to the expected value principle. The claims process are assumed to be independent sequences of indentically distributed non-negative random variables. The risk model includes the excess of loss reinsurance contract effect to the surplus process. An integral operation was established. Using the integral operation, the ruin probability of the insurance at period n is calculated by ruin probability at the first period. The fixed points of the integral operation are shown.</p>}, journal={UTEHY Journal of Science and Technology}, author={Nguyen Quang Chung and Bui Thi Lan Anh and Tran Thi Hai Ly}, year={2022}, month={Dec.}, pages={84-88} }