Articles with "dual risk" as a keyword



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On a perturbed dual risk model with dependence between inter-gain times and gain sizes

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Published in 2017 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2016.1236959

Abstract: ABSTRACT The dual risk model may be used to model the revenue process of a company with constant expense rate and occasional gains. In this paper, we consider a dual risk model with both inter-gain… read more here.

Keywords: gain; dual risk; risk model; model ... See more keywords
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Numerical Ruin Probability in the Dual Risk Model with Risk-Free Investments

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Published in 2018 at "Risks"

DOI: 10.3390/risks6040110

Abstract: In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is shown to satisfy an integro-differential equation, which can then be written as an integral… read more here.

Keywords: risk model; risk; dual risk; ruin probability ... See more keywords