On a Discrete Time Semi-Markov Risk Model with Dividends and Stochastic Premiums
Journal Title: Journal of Advances in Mathematics and Computer Science - Year 2017, Vol 23, Issue 1
Abstract
A discrete semi-Markov risk model with dividends and stochastic premiums is investigated. We derive recursive equations for the expected penalty function by using the technique of probability generating function. Finally, a numerical example is given to illustrate the applicability of the results obtained.
Authors and Affiliations
Cui Wang
Keywords
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- EP ID EP321882
- DOI 10.9734/JAMCS/2017/34678
- Views 105
- Downloads 0
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