RISK_PROCESS

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Joint Distribution for the Risk Process with Premiums Depending on the Current Reserve
《Journal of Donghua University(English Edition)》2017年第4期540-544,共5页何敬民 张炜 李曼曼 方鑫 
Ministry of Education in China(MOE)Youth Projects of Humanities and Social Sciences(Nos.14YJCZH048,15YJCZH204);National Natural Science Foundations of China(Nos.11401436,11601382,11101434,11571372);National Social Science Foundation of China(No.15BJY122);Hunan Provincial Natural Science Foundation of China(No.13JJ5043);Mathematics and Interdisciplinary Sciences Project,Central South University
With the ever-evolving of modern risk theory,more and more attention should be paid to the modification of the classical risk theory. In this paper a risk process with premiums dependent on the current reserve is cons...
关键词：time of ruin surplus immediately before ruin deficit at ruin strong Markov property 
On the Expected Discounted Penalty Function for a Risk Process with Stochastic Return on Investments被引量：1
《Journal of Mathematical Research and Exposition》2010年第2期309-318,共10页Li Li LI Jing Hal FENG Li Xin SONG 
Supported by Key Project of National Social Science Fund (Grant No.06&ZD039);"Mathematics+X" Project of DUT
This paper considers the expected discounted penalty function Φ（u） for the perturbed compound Poisson risk model with stochastic return on investments. After presenting an integro-differential equation that the exp...
关键词：expected discounted penalty function integro-differential equation Laplace transform ruin. 
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