{"created":"2023-09-13T08:39:20.379267+00:00","id":2000135,"links":{},"metadata":{"_buckets":{"deposit":"f05c30df-2cb7-4821-85ba-b9fe46fc8d64"},"_deposit":{"created_by":8,"id":"2000135","owners":[8],"pid":{"revision_id":0,"type":"depid","value":"2000135"},"status":"published"},"_oai":{"id":"oai:chuo-u.repo.nii.ac.jp:02000135","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":"172","bibliographicPageStart":"153","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":" Let the surplus process {R(t)} of a company be the jump diffusion model (Ⅰ.1). The company goes to ruin at a moment τ ≡ {t > 0 : R(t) < 0}, where the surplus R(τ−) immediately prior to τ, and the deficit |R(τ)| are important quantities. Then given a suitable penalty function W(y, z) of y, z ≥ 0, the severity of ruin is measured by\n    the Gerber-Shiu function ψ(x) = Ex[e−ατ W(R(τ−), |  R(τ)|) ],\nin which α ≥ 0 is a discount rate.\n   ψ is a powerful tool in the risk theory. However it is hard to obtain ψ of an explicit form except very special claim size distributions F. Therefore for general F and W, we present a method to construct an explicit superior function ΨU and an explicit inferior ΨL with constants BU and BL, such that\n   ψ(x) ≤ ΨU(x) for 0 ≤ x ≤ BU, and ψ(x) ≥ ΨL(x) for 0 ≤ x ≤ BL.\n As examples of general F, we consider the followings and compute the above BU, ΨU and etc. in each case:\n   1. a truncated exponential distribution, which imitates to contract a reinsure,\n   2. and, a step function type F, which imitates a practical claim size distribution,","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"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","fileDate":[{"fileDateType":"Issued"}],"filename":"1347-9938-42-09.pdf","mimetype":"application/pdf","url":{"url":"https://chuo-u.repo.nii.ac.jp/record/2000135/files/1347-9938-42-09.pdf"},"version_id":"f625d7c6-afe8-48e2-9604-cf45069f8989"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"the jump diffusion model ","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":" a superior and an inferior function to the Gerber-Shiu function ","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":" general claim size distributions ","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":" the comparison theorem","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 関数に対する優および劣関数の構成","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Gerber-Shiu 関数に対する優および劣関数の構成","subitem_title_language":"ja"},{"subitem_title":"A Construction of a Superior and an Inferior Function 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":"2000135","relation_version_is_last":true,"title":["Gerber-Shiu 関数に対する優および劣関数の構成"],"weko_creator_id":"8","weko_shared_id":-1},"updated":"2023-09-14T04:29:56.593156+00:00"}