First hitting time of uncertain random renewal reward process and its application in insurance risk process

DOI10.1007/s00500-018-3024-1zbMath1418.60113OpenAlexW2784202736MaRDI QIDQ2318171

Kai Yao

Publication date: 14 August 2019

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-018-3024-1

zbMATH Keywords

renewal processrenewal reward processfirst hitting timechance theoryuncertain random variable

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05) Fuzzy probability (60A86)

Related Items (3)

First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model ⋮ First hitting time for renewal process with uncertain interarrival times and random rewards ⋮ Uncertain renewal process with general rewards

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