| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1705419 | Applied Mathematical Modelling | 2009 | 7 Pages |
Abstract
A continuous time risk process is considered, where the premium rate is constant and the claims form a compound Poisson process. We assume that an action is taken, either an investment to other business when the level of surplus reaches V>0V>0 or an injection of capital when the surplus goes below τ(0<τ
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Mi Ock Jeong, Kyung Eun Lim, Eui Yong Lee,