A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-03
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
We consider a Sparre Andersen risk model perturbed by diffusion where the interclaim times are generalized Erlang(n) distribution.
Generalized discounted penalty functions incorporating the maximum surplus before ruin are studied.
We derive the integrodifferential equations and give the solutions for the generalized discounted penalty functions.
American Psychological Association (APA)
Liu, Chaolin& Zhang, Zhimin. 2013. A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-496512
Modern Language Association (MLA)
Liu, Chaolin& Zhang, Zhimin. A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion. Abstract and Applied Analysis No. 2013 (2013), pp.1-6.
https://search.emarefa.net/detail/BIM-496512
American Medical Association (AMA)
Liu, Chaolin& Zhang, Zhimin. A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-496512
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-496512
