𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A class of delayed renewal risk processes with a threshold dividend strategy

✍ Scribed by Wu-yuan Jiang; Zai-ming Liu


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2010
Tongue
English
Weight
180 KB
Volume
26
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On the expected discounted penalty funct
✍ Zhaoyang Lu; Wei Xu; Decai Sun; Weiguo Han πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 710 KB

In this paper, the discounted penalty (Gerber-Shiu) functions for a risk model involving two independent classes of insurance risks under a threshold dividend strategy are developed. We also assume that the two claim number processes are independent Poisson and generalized Erlang (2) processes, resp

The compound Poisson process perturbed b
✍ Kam C. Yuen; Yuhua Lu; Rong Wu πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 160 KB

## Abstract In this paper, we consider the compound Poisson process perturbed by a diffusion in the presence of the so‐called threshold dividend strategy. Within this framework, we prove the twice continuous differentiability of the expected discounted value of all dividends until ruin. We also der

The perturbed compound Poisson risk mode
✍ Shan Gao; Zaiming Liu πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 555 KB

Shiu discounted penalty function Integro-differential equation a b s t r a c t In this paper, we consider the compound Poisson risk model perturbed by diffusion with constant interest and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-g

On a class of renewal risk model with ra
✍ Hu Yang; Zhimin Zhang πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 148 KB πŸ‘ 1 views

## Abstract In this paper, we consider a renewal risk process with random premium income based on a Poisson process. Generating function for the discounted penalty function is obtained. We show that the discounted penalty function satisfies a defective renewal equation and the corresponding explici