79 research outputs found

    The perturbed compound Poisson risk model with linear dividend barrier

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    AbstractIn this paper, we consider a diffusion perturbed classical compound Poisson risk model in the presence of a linear dividend barrier. Partial integro-differential equations for the moment generating function and the nth moment of the present value of all dividends until ruin are derived. Moreover, explicit solutions for the nth moment of the present value of dividend payments are obtained when the individual claim size distribution is exponential. We also provided some numerical examples to illustrate the applications of the explicit solutions. Finally we derive partial integro-differential equations with boundary conditions for the Gerber–Shiu function

    Some Similarity Measures of Neutrosophic Sets Based on the Euclidean Distance and Their Application in Medical Diagnosis

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    Similarity measure is an important tool in multiple criteria decision-making problems, which can be used to measure the difference between the alternatives. In this paper, some new similarity measures of single-valued neutrosophic sets (SVNSs) and interval-valued neutrosophic sets (IVNSs) are defined based on the Euclidean distance measure, respectively, and the proposed similarity measures satisfy the axiom of the similarity measure. Furthermore, we apply the proposed similarity measures to medical diagnosis decision problem; the numerical example is used to illustrate the feasibility and effectiveness of the proposed similarity measures of SVNSs and IVNSs, which are then compared to other existing similarity measures

    The Gerber-Shiu Expected Penalty Function for the Risk Model with Dependence and a Constant Dividend Barrier

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    We consider a compound Poisson risk model with dependence and a constant dividend barrier. A dependence structure between the claim amount and the interclaim time is introduced through a Farlie-Gumbel-Morgenstern copula. An integrodifferential equation for the Gerber-Shiu discounted penalty function is derived. We also solve the integrodifferential equation and show that the solution is a linear combination of the Gerber-Shiu function with no barrier and the solution of an associated homogeneous integrodifferential equation
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