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The Gerber-Shiu Discounted Penalty Function for a Compound Binomial Risk Model with By-claims
查看参考文献9篇
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文摘
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A recursive formula of the Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims is obtained. In the discount-free case, an explicit formula is given. Utilizing such an explicit expression, we derive some useful insurance quantities, including the ruin probability, the density of the deficit at ruin, the joint density of the surplus immediately before ruin and the deficit at ruin, and the density of the claim causing ruin. |
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来源
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Acta Mathematicae Applicatae Sinica-English Series
,2015,31(1):181-190 【核心库】
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DOI
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10.1007/s10255-015-0459-3
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关键词
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compound binomial risk model
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Gerber-Shiu function
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by-claims
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地址
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School of Mathematical Sciences and LPMC, Nankai University, Tianjin, 300071
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语种
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英文 |
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文献类型
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研究性论文 |
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ISSN
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0168-9673 |
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学科
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社会科学总论 |
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基金
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国家教育部高等学校博士学科点专项科研基金
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文献收藏号
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CSCD:5337283
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参考文献 共
9
共1页
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1.
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5.
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8.
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9.
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CSCD被引
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