کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4640731 | 1341285 | 2010 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On a discrete risk model with two-sided jumps
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On a discrete risk model with two-sided jumps On a discrete risk model with two-sided jumps](/preview/png/4640731.png)
چکیده انگلیسی
In this paper, we consider a discrete renewal risk model with phase-type interarrival times and two-sided jumps. In this model, downward jumps represent claim loss, while upward jumps are also allowed to represent random gains. Assume that the downward jumps have an arbitrary probability function and the upward jumps have a rational probability generating function. We study the (Gerber–Shiu) discounted penalty function. The generating function, the recursive formula as well as an explicit expression for the discounted penalty function are obtained.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 234, Issue 3, 1 June 2010, Pages 835–844
Journal: Journal of Computational and Applied Mathematics - Volume 234, Issue 3, 1 June 2010, Pages 835–844
نویسندگان
Hu Yang, Zhimin Zhang,