On Occupation Times for Compound Poisson Risk Model with Two-Step Premium Rate |
| |
| Authors: | ZHANG Aili LIU Zhang |
| |
| Institution: | School of Statistics and Mathematics, Nanjing Audit University, Nanjing, 211815, China; School of Computer and Information Engineering,;
Jiangxi Agricultural University, Nanchang, 330045, China |
| |
| Abstract: | In this paper, we consider the classical compound Poisson risk model with two-step premium rate. Using an alternative approach, we find the explicit expressions for the Laplace transforms of joint occupation times over disjoint intervals for this model. The Laplace transforms are expressed in terms of scale functions of L\'{e}vy processes. |
| |
| Keywords: | compound Poisson risk model joint occupation times two-step premium rate scale functions |
|
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
|
