TITLE:
Claim Sizes-Based Perturbed Risk Model with the Dependence Structure
AUTHORS:
Ying Shen
KEYWORDS:
Perturbed Risk Model, Piecewise Premium, Dependence, The Laplace Transform
JOURNAL NAME:
Applied Mathematics,
Vol.9 No.11,
November
27,
2018
ABSTRACT: In this paper, we focus on the perturbed risk model with dependent relation and consider the relevance from two aspects. For one side, we use copula function to model the structure of the claim size and interclaim time, and on the other side, we establish the change of premium rat depending on the random thresholds. At last, we obtain the Integro-differential equations and its Laplace transforms of the Gerber-Shiu functions for the new risk model.