This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative p...This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative proof to a result on the optimal dividend problem due to Loeffen （2008）.展开更多
In the paper, necessary and sufficient conditions are provided for a function involving the divided difference of two psi functions to be completely monotonic. Consequently, a class of inequalities for sums are presen...In the paper, necessary and sufficient conditions are provided for a function involving the divided difference of two psi functions to be completely monotonic. Consequently, a class of inequalities for sums are presented, the logarithmically complete monotonicity of a function involving the ratio of two gamma functions are derived, and two double inequalities for bounding the ratio of two gamma functions are discovered.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.11171179the Research Fund for the Doctoral Program of Higher Education of China under Grant No.20093705110002
文摘This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative proof to a result on the optimal dividend problem due to Loeffen （2008）.
基金supported partially by the China Scholarship Council and the Science Foundation of Tianjin Polytechnic Universitysupported in part by the Natural Science Foundation Project of Chongqing,China(Grant No.CSTC2011JJA00024)+1 种基金the Research Project of Science and Technology of Chongqing Education Commission,China(Grant No.KJ120625)the Fund of Chongqing Normal University,China(Grant Nos.10XLR017 and 2011XLZ07)
文摘In the paper, necessary and sufficient conditions are provided for a function involving the divided difference of two psi functions to be completely monotonic. Consequently, a class of inequalities for sums are presented, the logarithmically complete monotonicity of a function involving the ratio of two gamma functions are derived, and two double inequalities for bounding the ratio of two gamma functions are discovered.
