The perturbed compound Poisson risk mode
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Zhimin Zhang; Hu Yang; Shuanming Li
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Article
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2010
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Elsevier Science
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English
β 715 KB
In this paper, we consider a perturbed compound Poisson risk model with two-sided jumps. The downward jumps represent the claims following an arbitrary distribution, while the upward jumps are also allowed to represent the random gains. Assuming that the density function of the upward jumps has a ra