带常利率的时间间隔为相位的Gerber-Shiu折现罚金函数The Gerber-Shiu Discounted Penalty Function for the Risk Model with Phase-Type Inter Claim Times

Author：肖菊霞

Publisher：汉斯出版社

ISSN： 2160-7605

Source： Pure Mathematics, Vol.4, Iss.4, 2014-07, pp. : 144-150

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function

Journal of Applied Probability, Vol. 54, Iss. 1, 2017-04 ,pp. : 267-285

Cambridge University Press

Access to resources Recommend Favorite

A Note on Characterizing Service Interruptions with Phase-Type Distribution

By Krishnamoorthy A.

Stochastic Analysis and Applications, Vol. 31, Iss. 4, 2013-07 ,pp. : 671-683

Taylor & Francis Ltd

Access to resources Recommend Favorite

Russian and American put options under exponential phase-type Levy models

By Asmussen S. Avram F. Pistorius M.R.

Stochastic Processes and their Applications, Vol. 109, Iss. 1, 2004-01 ,pp. : 79-111

Elsevier

Access to resources Recommend Favorite

A New Smoothing Nonlinear Penalty Function for Constrained Optimization

By Yang Touna Binh Nguyen Thanh Thang Tran Manh Hoa Duong Thi

Mathematical and Computational Applications, Vol. 22, Iss. 2, 2017-04 ,pp. : 31-31

MDPI

Access to resources Recommend Favorite

A penalty method for a linear Koiter shell model

By Merabet Ismail Nicaise Serge

ESAIM: Mathematical Modelling and Numerical Analysis, Vol. 51, Iss. 5, 2017-10 ,pp. : 1783-1803

Edp Sciences

Access to resources Recommend Favorite