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	1. The Erlang(2) risk model with a two-step premium rate
	Sun Jingyun,Da Gaofeng
	Mathematics 12 November 2007
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	Abstract:In this paper, we consider a compound renewal (Sparre Andersen) risk process with a two-step premium rate in which the claim waiting times are Erlang(2) distributed. An integro-differential equation with certain boundary condition for Gerber-Shiu function is derived and solved, and use this result we obtain the explicit result about the Laplace transform of the time of ruin and ruin probability when the claim sizes are exponentially distributed.
	TO cite this article:Sun Jingyun,Da Gaofeng. The Erlang(2) risk model with a two-step premium rate[OL].[12 November 2007] http://en.paper.edu.cn/en_releasepaper/content/16291


	2. The explicit expressions for some ruin qualities in the compound binomial model with dividends
	Jiyang Tan,Xiangqun Yang
	Mathematics 06 February 2007
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	Abstract: Consider the compound binomial model with randomized decisions on paying dividends; see Tan and Yang (2006b). The insurer pay a dividend of 1 with a probability q0 when the surplus is greater or equal to a non-negative integer x . we will derive the explicit expression for the joint probability function of the time of ruin, the surplus prior to ruin, and the deficit at ruin, which will lead to the explicit expressions for some other ruin qualities, for example, the mass probability function of the time of the ruin, the finite-time ruin probability, and the conditional distribution function of deficit at ruin given the time of ruin, etc..
	TO cite this article:Jiyang Tan,Xiangqun Yang. The explicit expressions for some ruin qualities in the compound binomial model with dividends[OL].[ 6 February 2007] http://en.paper.edu.cn/en_releasepaper/content/11070


	3. On the expected discounted penalty function associated with the time of ruin for a risk model with random
	Wang Rongming,Yao Dingjun
	Mathematics 05 February 2007
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	Abstract:This paper studies the expected discounted penalty function associated with the time of ruin for a risk model with stochastic premium. The premium process is no longer a linear function of time in contrast with the classical Cram$\\\\\\\\acute{\\\\\\\\mbox{e}}$r-Lundberg model. The aggregate premiums constitute a compound Poisson process which is also independent of the claim process. Integral equation for the penalty function is derived, which provides a unified treatment to the ruin quantities. Applications of the integral equation are given to the Laplace transform of the time of ruin, the deficit at ruin,the surplus immediately before ruin occurs. In some special cases with exponential distributions, closed form expressions for these quantities are obtained, which generalize some known results about the problems of ruin in Boikov(2003).
	TO cite this article:Wang Rongming,Yao Dingjun. On the expected discounted penalty function associated with the time of ruin for a risk model with random[OL].[ 5 February 2007] http://en.paper.edu.cn/en_releasepaper/content/11050

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