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Minimax risk (regret) strategy for one class of control problems under dynamic disturbances

✍ Scribed by D. A. Serkov

Book ID: 110189875
Publisher: SP MAIK Nauka/Interperiodica
Year: 2008
Tongue: English
Weight: 453 KB
Volume: 263
Category: Article
ISSN: 0081-5438
DOI: 10.1134/s00815438080600187

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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