𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On a discrete risk model with two-sided jumps

✍ Scribed by Hu Yang; Zhimin Zhang


Book ID
108075733
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
344 KB
Volume
234
Category
Article
ISSN
0377-0427

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The perturbed compound Poisson risk mode
✍ Zhimin Zhang; Hu Yang; Shuanming Li πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 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