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:
Research Article
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
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author Wang, Hao
Xu, Lin
author_facet Wang, Hao
Xu, Lin
author_sort Wang, Hao
collection PubMed
description 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 time model. By investigating the fluctuations of this discrete time model, we obtained the asymptotic behavior when the random premium income belongs to a kind of heavy-tailed distributions.
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spelling pubmed-48972012016-06-26 The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force Wang, Hao Xu, Lin Int Sch Res Notices Research Article 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 time model. By investigating the fluctuations of this discrete time model, we obtained the asymptotic behavior when the random premium income belongs to a kind of heavy-tailed distributions. Hindawi Publishing Corporation 2015-03-22 /pmc/articles/PMC4897201/ /pubmed/27347527 http://dx.doi.org/10.1155/2015/504987 Text en Copyright © 2015 H. Wang and L. Xu. https://creativecommons.org/licenses/by/3.0/ 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.
spellingShingle Research Article
Wang, Hao
Xu, Lin
The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force
title The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force
title_full The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force
title_fullStr The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force
title_full_unstemmed The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force
title_short The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force
title_sort asymptotics of recovery probability in the dual renewal risk model with constant interest and debit force
topic Research Article
url 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
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