کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4636948 | 1340731 | 2006 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The expected discounted penalty at ruin in the risk process with random income
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: The expected discounted penalty at ruin in the risk process with random income The expected discounted penalty at ruin in the risk process with random income](/preview/png/4636948.png)
چکیده انگلیسی
We extend the classical risk model to the case where the premium income process, based on a Poisson process, is no longer a linear function. We examine the expected discounted value of a penalty at ruin, which is considered as a function of the initial surplus. We derive a defective renewal equation satisfied by the discounted penalty function. The solution of this renewal equation is then given. The associated compound geometric distribution is also studied.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 179, Issue 2, 15 August 2006, Pages 559–566
Journal: Applied Mathematics and Computation - Volume 179, Issue 2, 15 August 2006, Pages 559–566
نویسندگان
Zhen-hua Bao,