A state-dependent dual risk model

نویسندگان

چکیده

In a dual risk model, the premiums are considered as costs and claims regarded profits. The surplus can be interpreted wealth of venture capital, whose profits depend on research development. most existing literature models, follow compound Poisson model cost is constant. this paper, we develop state-dependent in which arrival rate current state process. Ruin probabilities obtained closed-forms. Further properties results will also discussed.

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ژورنال

عنوان ژورنال: International journal of financial engineering

سال: 2023

ISSN: ['2424-7944', '2424-7863']

DOI: https://doi.org/10.1142/s2424786323500020