کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4634533 1340694 2007 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A note on the compound binomial model with randomized dividend strategy
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A note on the compound binomial model with randomized dividend strategy
چکیده انگلیسی
This paper considers the compound binomial model with randomized decisions on paying dividends. By using two formulas obtained by Tan and Yang [J.Y. Tan, X.Q. Yang, The compound binomial model with randomized decisions on paying dividends, Insurance: Mathematics and Economics 39 (2006) 1-18], two defective renewal equations for the Gerber-Shiu penalty function are derived and solved. The analytic solutions obtained are utilized to derive the probability of ultimate ruin, the deficit distribution at ruin and the distribution of the claim causing ruin. The asymptotic estimate satisfied by the penalty function is discussed in some detail.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 194, Issue 1, 1 December 2007, Pages 276-286
نویسندگان
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