کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152109 958270 2012 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The compound Pascal model with dividends paid under random interest
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The compound Pascal model with dividends paid under random interest
چکیده انگلیسی
Consider a discrete time risk model under random interest based on the compound Pascal model. The insurer pays a dividend of 1 with a probability q0 when the surplus is greater than or equal to a non-negative b. In addition, the effect of interest is considered in our model. We derive recursion formulas for the ruin probability, and the joint distribution of the surplus before ruin and the deficit at ruin. Further, we give the generalized Lundberg inequalities for the ruin probability when q0=1.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 7, July 2012, Pages 1331-1336
نویسندگان
, ,