Wang, Cui (2017) On a Discrete Time Semi-Markov Risk Model with Dividends and Stochastic Premiums. Journal of Advances in Mathematics and Computer Science, 23 (1). pp. 1-11. ISSN 24569968
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Official URL: https://doi.org/10.9734/JAMCS/2017/34678
Abstract
A discrete semi-Markov risk model with dividends and stochastic premiums is investigated. We derive recursive equations for the expected penalty function by using the technique of probability generating function. Finally, a numerical example is given to illustrate the applicability of the results obtained.
| Item Type: | Article |
|---|---|
| Subjects: | South Archive > Mathematical Science |
| Depositing User: | Unnamed user with email support@southarchive.com |
| Date Deposited: | 29 May 2023 06:00 |
| Last Modified: | 19 Sep 2024 09:36 |
| URI: | http://ebooks.eprintrepositoryarticle.com/id/eprint/772 |
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