On the Expected Present Value of Total Dividends in a Risk Model with Potentially Delayed Claims

来源 :数学研究通讯 | 被引量 : 0次 | 上传用户:star2006111
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. The dividend policy that certain amount of dividends will be paid as long as the surplus is greater than a constant dividend barrier is also introduced into this delayed claims risk model. By means of the probability generating functions, formulae for the expected present value of total dividend payments prior to ruin are obtained for discrete-type individual claims. Explicit expressions for the corresponding results are derived for Kn claim amount distributions. Numerical illustrations are also given.
其他文献
本文从碱金属-石墨层间化合物、碱土金属-石墨层间化合物、稀土金属-石墨层间化合物、金属卤化物-石墨层间化合物、卤素-石墨层间化合物以及其他类型的石墨层间化合物六个方
热重分析是一种快速有效地研究材料结构性能的分析方法,广泛应用于炭材料研究领域.综述了热重分析技术在几种炭材料(碳纳米管、碳纤维、活性炭、碳微球和针状焦)制备和功能化
双介孔炭材料具有两种不同的介孔孔径,可以满足不同直径分子的传输需要,并且具有惰性的材料表面,有利于改性,因此日益受到研究者的广泛关注.本文较为详尽地介绍了目前双介孔
长链脂肪酸β-氧化是动物获得能量的主要途径,长链脂酰-CoA脱氢酶(LCAD)是长链脂肪酸β-氧化起始步骤的催化酶。其调控机制主要包括表达调控和活性调节。LCAD由acadl基因编码,该
Mersnne素数的分布规律是数论研究中的一大难题。从已被发现的Mersnne素数情况出发,通过数据分析指出了一个有关Mersnne素数分布猜想的错误性。
氧化应激是发生脑缺血/再灌注(ischemia/reperfusion,I/R)损伤的重要机制.近来研究发现,还原型烟酰胺腺嘌呤二核苷酸磷酸(nicotinamide adenine dinucleotide phosphate,NADP
采用Lee-Low-Pines(LLP)中间耦合变分法,研究了GaN/Al0.3Ga0.7N量子阱中束缚极化子基态能量、结合能和电子-声子相互作用对束缚极化子基态能量的贡献随阱宽的变化关系.数值计
为了研究含风电场的电力系统电压稳定性及分岔情况,对典型的3节点系统采用廷拓法及分岔理论进行单参数和双参数分岔分析.文中对含与不含风电场的系统稳定情况进行比较,得知用
In this paper, we study?-simple type Aω2-semigroups in which D?=D and D?|ES =Md by the generalized Bruck-Reilly extension and obtain its structure theorem. We
This paper mainly gives a sucient and necessary condition for an order of hyperplanes of a graphic arrangement being supersolvable. In addition, we give the rel