کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4664832 | 1345310 | 2010 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Calculations of ruin probabilities concerning with claim occurrences
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this article, we consider the perturbedclassical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Acta Mathematica Scientia - Volume 30, Issue 3, May 2010, Pages 919-931
Journal: Acta Mathematica Scientia - Volume 30, Issue 3, May 2010, Pages 919-931