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The Dual Risk Model With Generalized Erlang(n)Interclaim Times

Posted on:2013-12-12Degree:MasterType:Thesis
Country:ChinaCandidate:D FuFull Text:PDF
GTID:2230330371991783Subject:Probability theory and mathematical statistics
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In this paper, we consider the dual risk process with generalized Erlang(n) interclaim times in the presence of a constant divident barrier. An integro-differential equation solutiongs for moment-generating function of the sum of the discounted dividend payments until ruin is derived.Acoording to the contents, this paper is divided into three chapters:In chapter1we introduce the dual model. The first model The second modelIn chapter2the dual model without diffusion is studied. We state the main results as follows: Theorem2.1.1When0(?)u<b, the moment-generating function M(u,y,b) is the solution of the integro-differential equation Theorem2.2.1When0(?)u<b, Wm(u,b) satisfied the integro-differentialChapter3we get: Theorem3.1.1For0<u<b, V(u;b) satisfies the following equation with boundary conditions:The more we get:Theorem3.3.2For Ζ(?)0,ω(Ζ) satisfies a defective equation representation...
Keywords/Search Tags:The dual modal, Generalized Erlang(n)distribution, Moment-generatingfunction, Renew equation, Present value of divident payments
PDF Full Text Request
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