کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4640748 | 1341286 | 2010 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On a risk model with stochastic premiums income and dependence between income and loss
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Labbé and Sendova (2009) [9] consider a compound Poisson risk model with stochastic premiums income. In this paper, we extend their model by assuming that there exists a specific dependence structure among the claim sizes, interclaim times and premium sizes. Assume that the distributions of the premium sizes and interclaim times are controlled by the claim sizes. When the individual premium sizes are exponentially distributed, the Laplace transforms and defective renewal equations for the (Gerber–Shiu) discounted penalty functions are obtained. When the individual premium sizes have rational Laplace transforms, we show that the Laplace transforms for the discounted penalty functions can also be obtained.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 234, Issue 1, 1 May 2010, Pages 44–57
Journal: Journal of Computational and Applied Mathematics - Volume 234, Issue 1, 1 May 2010, Pages 44–57
نویسندگان
Zhimin Zhang, Hu Yang,