科研之友
微信
新浪微博
Facebook
分享链接
摘要
In this paper, we use a discrete time Markov additive process to model the surplus process for an insurance company. Assume that the interclaim times and the claim sizes are both regulated by an underlying Markov chain. We present a recursive formula for the Gerber-Shiu function by two methods. Some numerical examples are also given to show the solution procedure.
- 出版日期2017-1-1
- 单位重庆大学
