A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion. (3rd December 2013)
- Record Type:
- Journal Article
- Title:
- A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion. (3rd December 2013)
- Main Title:
- A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion
- Authors:
- Liu, Chaolin
Zhang, Zhimin - Other Names:
- Ruf Bernhard Academic Editor.
- Abstract:
- Abstract : 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.
- Is Part Of:
- Abstract and applied analysis. Volume 2013(2013)
- Journal:
- Abstract and applied analysis
- Issue:
- Volume 2013(2013)
- Issue Display:
- Volume 2013, Issue 2013 (2013)
- Year:
- 2013
- Volume:
- 2013
- Issue:
- 2013
- Issue Sort Value:
- 2013-2013-2013-0000
- Page Start:
- Page End:
- Publication Date:
- 2013-12-03
- Subjects:
- Mathematical analysis -- Periodicals
Mathematical analysis
Applied Mathematics
Mathematical Analysis
Periodicals
515.05 - Journal URLs:
- http://www.hindawi.com/journals/aaa ↗
http://ProjectEuclid.org/aaa ↗ - DOI:
- 10.1155/2013/759352 ↗
- Languages:
- English
- ISSNs:
- 1085-3375
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 21860.xml