Applied Mathematical Sciences

By T. Siu, J. W. Lau, Hailiang Yang. 2008

299 citations recorded by the source corpus.

We investigate the ruin probability when the surplus process is governed by a generalized perturbed risk model with a Markov-switching compensator. We suppose that the jump component of the perturbed risk model is specified by a completely random measure process with the compensator switching over time according to the states of an economy described by a continuous-time hidden Markov chain model. Accordingly, we assume that the force of interest, the rate of premium and the

Subfields: Applied Mathematics, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/78e6f6c8524b387936358e4a49f3f7433a7264c7

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In Applied Mathematics

  1. Za'er Salim Abo-Hammour
  2. Omar Abu-Arqub
  3. Shaher Momani
  4. Ji-Huan He
  5. Zaid M. Odibat
  6. Mehdi Dehghan
  7. Mehmet Yavuz
  8. Mohamed M. Khader

In Modeling and Simulation

  1. Za'er Salim Abo-Hammour
  2. Shaher Momani
  3. Omar Abu-Arqub
  4. Zaid M. Odibat
  5. Omar Abu Arqub
  6. Ji-Huan He
  7. Mehdi Dehghan
  8. Saeed Kazem

In Numerical Analysis

  1. Za'er Salim Abo-Hammour
  2. Shaher Momani
  3. Omar Abu-Arqub
  4. Zaid M. Odibat
  5. Ji-Huan He
  6. Mehdi Dehghan
  7. Saeed Kazem
  8. Omar Abu Arqub

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