journal6 ›› 2013, Vol. 34 ›› Issue (1): 16-20.DOI: 10.3969/j.issn.1007-2985.2013.01.005

• Mathematics • Previous Articles     Next Articles

Dual Risk Model with Random Observation

  

  1. (College of Mathematics and Computer Science,Hunan Normal University,Changsha 410081,China)
  • Online:2013-01-25 Published:2013-01-22

Abstract: A dual risk model for the surplus process where the process can only be observed at random observation times is considered.Tthe Gerbershiu expected discounted penalty  function mδ(u) which satisfies the integro-differential equations is derived.Moreover,when the individual gains size distribution is exponential f(x)=ve-vx and penalty function ω(x)=e-r2x,the explicit expressions for  mδ(u) are obtained.

Key words: dual model, random observation, the expected discounted penalty function, integro-differential equation

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