{"created":"2023-09-13T08:38:53.796923+00:00","id":2000129,"links":{},"metadata":{"_buckets":{"deposit":"7ec77bdc-5c76-4d96-b653-458ba0ce8d6d"},"_deposit":{"created_by":8,"id":"2000129","owners":[8],"pid":{"revision_id":0,"type":"depid","value":"2000129"},"status":"published"},"_oai":{"id":"oai:chuo-u.repo.nii.ac.jp:02000129","sets":["442:1694589335845"]},"author_link":[],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2023-02-28","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"42","bibliographicPageEnd":"50","bibliographicPageStart":"31","bibliographic_titles":[{"bibliographic_title":"企業研究","bibliographic_titleLang":"ja"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":" In order to incorporate the effects of operational risks and economic fluctuations, we define the surplus process {R(t)} of an insurance company, by \n　　　jump diffusion model R(t) = x + t + σB(t) −ΣN(t)k=0Uk, x≥ 0.\n (See (Ⅰ.6) for more informations). The company goes to ruin at a moment of τ ≡ inf{t >0 : R(t) < 0}. When it occurs, important quantities are the surplus R(τ−) immediately prior to τ, and the deficit |R(τ)|. Therefore, given a suitable penalty function W(z, y)for y, z ≥ 0, the severity of ruin is defined by\n　　　the Gerber-Shiu function ψ(x) = Ex[e−ατ W( R(τ−),  | R(τ) |) ],\nwhere α ≥ 0 is a fixed discount rate.\n　One of main topics on the risk theory is to analyze ψ, because ψ can be various quantities related to the risk theory. To this end, we present an expansion formula to ψ under a general claim size distribution and a general W. In the special case of σ = 0, W ≡ 1,and α = 0, our formula becomes to the Pollaczek-Khintchine formula whose usefulness is well known.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"企業研究所","subitem_publisher_language":"ja"}]},"item_10002_rights_15":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"この資料の著作権は、資料の著作者または学校法人中央大学に帰属します。著作権法が定める私的利用・引用を超える使用を希望される場合には、掲載誌発行部局へお問い合わせください。","subitem_rights_language":"ja"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1347-9938","subitem_source_identifier_type":"ISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"西岡,國雄","creatorNameLang":"ja"},{"creatorName":"ニシオカ,クニオ"},{"creatorName":"NISHIOKA,Kunio"}]},{"creatorNames":[{"creatorName":"北村,仁代","creatorNameLang":"ja"},{"creatorName":"キタムラ,キミヨ"},{"creatorName":"KITAMURA,Kimiyo"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","fileDate":[{"fileDateType":"Issued"}],"filename":"1347-9938-42-03.pdf","mimetype":"application/pdf","url":{"url":"https://chuo-u.repo.nii.ac.jp/record/2000129/files/1347-9938-42-03.pdf"},"version_id":"a565f75a-9579-459d-806c-16691dc27995"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"the Gerber-Shiu function ","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":" the jump diffusion model ","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":" an expansion formula to the Gerber-Shiu function ","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":" Pollaczek-Khintchine formula","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Gerber-Shiu 関数の展開公式","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Gerber-Shiu 関数の展開公式","subitem_title_language":"ja"},{"subitem_title":"An Expansion Formula to the Gerber-Shiu Function","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"8","path":["1694589335845"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-09-13"},"publish_date":"2023-09-13","publish_status":"0","recid":"2000129","relation_version_is_last":true,"title":["Gerber-Shiu 関数の展開公式"],"weko_creator_id":"8","weko_shared_id":-1},"updated":"2023-09-14T04:29:59.698158+00:00"}