• 제목/요약/키워드: Compound Binomial process

검색결과 2건 처리시간 0.017초

RUIN PROBABILITIES IN THE RISK MODEL WITH TWO COMPOUND BINOMIAL PROCESSES

  • Zhang, Mao-Jun;Nan, Jiang-Xia;Wang, Sen
    • Journal of applied mathematics & informatics
    • /
    • 제26권1_2호
    • /
    • pp.191-201
    • /
    • 2008
  • In this paper, we consider an insurance risk model governed by a compound Binomial arrival claim process and by a compound Binomial arrival premium process. Some formulas for the probabilities of ruin and the distribution of ruin time are given, we also prove the integral equation of the ultimate ruin probability and obtain the Lundberg inequality by the discrete martingale approach.

  • PDF

순 방사형 물류체계에서 수송장비의 보유대수 결정과 분배정책 : 복합포아송과정을 따를 경우 (On Fleet Sizing and Distribution Policy of Transportation Equipments in Pure Hub-and-Spoke Networks : The Case of Compound Poisson Process)

  • 서순근;이병호
    • 한국경영과학회지
    • /
    • 제24권3호
    • /
    • pp.109-123
    • /
    • 1999
  • Fleet sizing and empty equipment redistribution are two of the most critical problems in managing a fleet of equipment over a transportation network. Where the demand pattern followed the compound Poisson process(CPP) which can be generated one or more at a time under homogeneous Poisson process(HPP), this paper presented a mathematical model to determine control parameters of a decentralized distribution policy and fleet size in case of the pure hub-and-spoke system, a popular form of a logistics system. and validated this model by simulation. That is, where the number of demanded equipments followed geometric and binomial distributions, respectively, cost models on the pure hub-and-spoke logistics system with deterministic trans-portation times, which could be solved analytically, were established and analyzed. We also compared the deterministic case with stochastic one that the transportation time follows some probability distributions.

  • PDF