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The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force

The asymptotic behavior of the recovery probability for the dual renewal risk model with constant interest and debit force is studied. By means the idea of Markov Skeleton method, we studied the times that the random premium incomes happened and transformed the continuous time model into a discrete...

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Detalles Bibliográficos
Autores principales: Wang, Hao, Xu, Lin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4897201/
https://www.ncbi.nlm.nih.gov/pubmed/27347527
http://dx.doi.org/10.1155/2015/504987