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