IJPAM: Volume 86, No. 2 (2013)
IN THE RISK PROCESS WITH RANDOM PREMIUM INCOME
1,2,3School of Mathematics
Liaoning Normal University
Dalian, 116029, P.R. CHINA
Abstract. In his paper we consider the associated claim size distribution arising in the risk model with random premium income. We derive conditions under which the aging properties of loss distribution are preserved for the associated claim size distribution. The ordering relationships between the associated claim size distribution and loss distribution for the failure rate function and mean residual lifetime are also investigated.
Received: May 13, 2013
AMS Subject Classification: 62P05, 91B30
Key Words and Phrases: associated claim size distribution, failure rate function, mean residual lifetime
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DOI: 10.12732/ijpam.v86i2.17 How to cite this paper?
Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395