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Premium Randomized Risk Model With Interference

Posted on:2013-02-05Degree:MasterType:Thesis
Country:ChinaCandidate:Q FanFull Text:PDF
GTID:2240330371991787Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The thesis is divided into three sections according to contents.In chapter1, we introduce the importance of the main contents of this paper.In chapter2, we introduce the following model:The survival probability of this model is studied. We state the main results as follows:Theorem2.1.1The survival probalility R(u) satisfies an equation We also gotTheorem2.2.1Let then where r1,r2,r3are the roots of the following equation, C0, C1, C2,C3are consts. In particular we gotCorollary2.2.1If thenIn chapter3, we studied the model by a new method, and we got the P-K formula, which is From which we got the Laplace transform of R(u):Theorem3.3.1The Laplace transform of R(u) is From which we got where And we also got some other results.
Keywords/Search Tags:risk model, Brownian motion, compoud geometric distrmution, com-poud Poisson distribution, Laplace transform, survival probability, martingale, Lundbergbound, random walk
PDF Full Text Request
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