- About this Journal ·
- Abstracting and Indexing ·
- Advance Access ·
- Aims and Scope ·
- Annual Issues ·
- Article Processing Charges ·
- Articles in Press ·
- Author Guidelines ·
- Bibliographic Information ·
- Citations to this Journal ·
- Contact Information ·
- Editorial Board ·
- Editorial Workflow ·
- Free eTOC Alerts ·
- Publication Ethics ·
- Reviewers Acknowledgment ·
- Submit a Manuscript ·
- Subscription Information ·
- Table of Contents
Discrete Dynamics in Nature and Society
Volume 2013 (2013), Article ID 128796, 8 pages
Studies on a Double Poisson-Geometric Insurance Risk Model with Interference
1School of Science, Shandong Jiaotong University, Jinan 250023, China
2School of Insurance, Shandong University of Finance and Economics, Jinan 250014, China
Received 11 January 2013; Accepted 5 March 2013
Academic Editor: Hua Su
Copyright © 2013 Yujuan Huang and Wenguang Yu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
- J. Grandell, Aspects of Risk Theory, Springer, New York, NY, USA, 1991.
- H. U. Gerber, An Introduction to Mathematical Risk Theory, vol. 8 of S.S. Heubner Foundation Monograph Series, Huebner Foundation, Philadelphia, Pa, USA, 1979.
- S. Asmussen, Ruin Probabilities, vol. 2, World Scientific Publishing Co. Inc., River Edge, NJ, USA, 2000.
- Y. Lu and S. Li, “On the probability of ruin in a Markov-modulated risk model,” Insurance: Mathematics & Economics, vol. 37, no. 3, pp. 522–532, 2005.
- J. Tan and X. Yang, “The compound binomial model with a constant dividend barrier and periodically paid dividends,” Journal of Systems Science & Complexity, vol. 25, no. 1, pp. 167–177, 2012.
- P. Vellaisamy and N. S. Upadhye, “On the sums of compound negative binomial and gamma random variables,” Journal of Applied Probability, vol. 46, no. 1, pp. 272–283, 2009.
- H. Cossette, D. Landriault, and E. Marceau, “Ruin probabilities in the compound Markov binomial model,” Scandinavian Actuarial Journal, no. 4, pp. 301–323, 2003.
- H. Yang and Z. M. Zhang, “Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy,” Insurance: Mathematics and Economics, vol. 42, no. 3, pp. 984–991, 2008.
- I. Czarna and Z. Palmowski, “Ruin probability with Parisian delay for a spectrally negative Lévy risk process,” Journal of Applied Probability, vol. 48, no. 4, pp. 984–1002, 2011.
- Z. C. Mao and J. E. Liu, “A risk model and ruin probability with a compound Poisson-geometric process,” Acta Mathematicae Applicatae Sinica, vol. 28, no. 3, pp. 419–428, 2005.
- Z. C. Mao and J. E. Liu, “The expression of ruin probability under claim numbers with compound Poisson-Geometric process,” Chinese Journal of Management Science, vol. 15, no. 5, pp. 23–28, 2007.
- J. D. Liao, R. Z. Gong, Z. M. Liu, and J. Z. Zou, “The Geber-Shiu discounted penalty function in the Poisson geometric risk model,” Acta Mathematicae Applicatae Sinica, vol. 30, no. 6, pp. 1076–1085, 2007.
- X. Lin and N. Li, “Ruin probability, optimal investment and reinsurance strategy for an insurer with compound Poisson-geometric risk process,” Mathematica Applicata. Yingyong Shuxue, vol. 24, no. 1, pp. 174–180, 2011.