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《Chinese Journal of Applied Probability and Statistics》 2008-01
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Some Distributions for Risk Process Perturbed by Diffusion under Interest Force

ZHAO XIA (Institute of Statistics and Actuary,Shandong Economic University,Ji'nan,250014)  
We consider the risk process perturbed by diffusion under interest force in this article.The inte- gral expressions,continuities,twice continuous differentiability and integro-diffcrential equations about F_δ(u;x),the distribution of the surplus immediately before ruin,and H_δ(u;x,y),the joint distribution of the surplus immediately before ruin and the deficit at ruin are obtained.As corollaries,some distributions for the classical risk process that is perturbed by diffusion are also considered.Certainly,it is seen that many results in references may be derived from our conclusions by letting some constant variable zero.
【Fund】: 国家自然科学基金(10771214);; 山东省自然科学基金(Y2004A05,Q2006A05);; 山东省教育厅科技计划项目(J05P51)资助.
【CateGory Index】: F830.59;F224
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【Citations】
Chinese Journal Full-text Database 1 Hits
1 WANG GUOJING (Department of Mathematics, Suzhou University, Suzhou 215006) WU RONG (Department of Mathematics, Nankai University, Tianjin 300071);THE FELLER EXPRESSION AND DIFFERENTIABILITY OF THE RUIN PROBABILITY IN THE RISK MODEL PERTURBED BY DIFFUSION[J];ACTA MATHEMATICAE APPLICATAE SINICA;2000-03
【Co-citations】
Chinese Journal Full-text Database 3 Hits
1 DONG Ying-hua1,2(1.College of Math & Physics,Nanjing University of Information & Technology,Nanjing,Jiangsu 210044,China;2.Department of Mathematics,Soochow University,Suzhou,Jiangsu 215006,China);Feller Expression of the Survival Probabilities of the Risk Model with Double Poisson Processes by Diffusion[J];College Mathematics;2010-03
2 Bai Xiaoming Li Ping Li Xuefeng Postgraduate; Dept. of Mathematics, Huazhong Univ. of Sci. & Tech., Wuhan 430074, China.;A cox risk model of double line perturbed by diffusion[J];Journal of Huazhong University of Science and Technology;2005-02
3 YU Wen-guang1,HUANG Yu-juan2 (1.School of Statistics and Mathematics,Shandong Economic University,Jinan 250014,Shandong,China; 2.Department of Mathematics and Physics,Shandong Jiaotong University,Jinan 250023,Shandong,China);Ruin probability for a compound Poisson-Geometric process of multi-risk model with interference[J];Journal of Shandong University(Natural Science);2008-02
【Co-references】
Chinese Journal Full-text Database 10 Hits
1 CAI Gao-yu1,GENG Xian-min2(1.Department of Mathematics,Yancheng Teachers College,Yancheng,Jiangsu 224002,China;2.College of Science,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China);Risk Model with Two Compound Poisson Processes by Diffusion[J];College Mathematics;2007-01
2 Tang Guo-qiang(Department of Statistics,East China Normal University,Shanghai,200062,ChinaDepartment of Maths and Physics,Guilin Institute of Technology,Guilin,541004,China);RUIN PROBLEMS IN THE DOUBLE BINOMIAL RISK MODEL WITH RANDOM INTEREST FORCE[J];Mathematics in Economics;2006-03
3 Guo Lijuan~(1,2) Liu Dongyuan~(1,3) 1.Dept. of Math.&.Mech,Central South University,Changsha,410075) 2.Chasha Aeronautical Vocational and Technical College,Changsha,410124 3.College of Mathematics and Physics,Nanhua University,Hengyang,421001;Ruin Probability for a genneralized double type—insurance binomial risk model[J];Mathematical Theory and Applications;2007-04
4 Chen Qian Yu Lanping (School of idealist philosophy,Central South University of forestry and technology,Changsha,410075);Risk Model of Double Line under Stochastic Interest[J];Mathematical Theory and Applications;2007-04
5 HAN Li,KONG Fan-liang(Department of Mathematics,Harbin University of Science and Technology 15080.China);The Ruin Probability of a Generalized Risk Model with Two Poisson Processes by Martingale Analysis[J];Application of Statistics and Management;2007-01
6 Wei Xiao (School of Insurance,Central University of Finance and Economics,Beijing 100081) Yu Jinyou Hu Yijun (School of Mathematics and Statistics,Wuhan University,Wuhan 430072);Large Deviations and Finite Time Ruin Probability for Perturbed Risk Model with Variable Premium Rate[J];Acta Mathematica Scientia;2007-04
7 GONG Rizhao 1, LIU Yongqing 2 (1. Department of Mathematics & Physics, Xiangtan Polytechnic University, Xiangtan 411201 China; 2. Loudi Economic and Trade School,Loudi 417000 China);The Survival Probability in Generalized Compund Binomial Risk Model[J];Natural Science Journal of Xiangtan University;2001-02
8 GONG Ri-zhao~(1,2), ZOU Jie-zhong~2(1.School of Business,Hunan science and technology University,Xiangtan 411201 China;2.Department of Mathematics,Central South Uriversity,Hunan Changsha 410075);Ruin Probability in the General Compound Binomial Risk Model[J];Natural Science Journal of Xiangtan University;2005-04
9 GONG Ri zhao 1, YANG Xiang qun 2 (1. Department of mathematics & Physics, Xiangtan Polytechnic University, Hunan Xiangtang 411201, China; 2. Department of Mathematics Hunan Normal University, Hunan Changsha 410081,China)$$$$;The Finite Time Survival Probabilities in the Compound Binomial Model[J];Mathematica Applicata;2001-01
10 Zhao Fei Wang Hanxing Department of Mathematics, Shanghai University, Shanghai 200436;Ruin Probability in the Double Binomial Risk Model[J];Communication On Applied Mathematics and Computation;2004-02
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