共 9 条
A class of delayed renewal risk processes with a threshold dividend strategy
被引:3
作者:
Jiang, Wu-yuan
[1
,2
]
Liu, Zai-ming
[1
]
机构:
[1] Cent S Univ, Sch Math, Changsha 410075, Hunan, Peoples R China
[2] Hunan Inst Sci & Technol, Dept Mat, Yueyang 414006, Hunan, Peoples R China
来源:
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
|
2010年
/
26卷
/
02期
关键词:
Delayed renewal risk process;
Gerber-Shiu discounted penalty function;
Threshold dividend strategy;
Ruin probability;
Ordinary renewal risk model;
DISCOUNTED PENALTY-FUNCTION;
ANDERSEN;
SPARRE MODEL;
RUIN;
D O I:
10.1007/s10255-009-9078-1
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
This paper considers a class of delayed renewal risk processes with a threshold dividend strategy. The main result is an expression of the Gerber-Shiu expected discounted penalty function in the delayed renewal risk model in terms of the corresponding Gerber-Shiu function in the ordinary renewal model. Subsequently, this relationship is considered in more detail in both the stationary renewal risk model and the ruin probability.
引用
收藏
页码:345 / 352
页数:8
相关论文