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      • KCI등재

        Omega model for a jump–diffusion process with a two-step premium rate

        Jingmin He,Zhongqin Gao,Bingbing Wang 한국통계학회 2019 Journal of the Korean Statistical Society Vol.48 No.3

        In this paper, a jump–diffusion Omega model with a two-step premium rate is studied. In this model, the surplus process is a perturbation of a compound Poisson process by a Brown motion. Firstly, using the strong Markov property, the integro-differential equations for the Gerber–Shiu expected discounted penalty function and the bankruptcy probability are derived. Secondly, for a constant bankruptcy rate function, the renewal equations satisfied by the Gerber–Shiu expected discounted penalty function are obtained, and by iteration, the closed-form solutions of the function are also given. Further, the explicit solutions of the Gerber–Shiu expected discounted penalty function are obtained when the individual claim size is subject to exponential distribution. Finally, a numerical example is presented to illustrate some properties of the model.

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        단정 수립 이후 염상섭 문학의 중도적 정치성 연구(1948-1950) - 민족통합과 친일파 청산 문제를 중심으로

        박성태(Park, Seong-tae) 한국현대소설학회 2021 현대소설연구 Vol.- No.83

        This paper focused on the aspect of Yeom Sang-seops novelization of the issues of national unity and the liquidation of the pro-Japanese faction after the establishment of the separate government. Through this, the influence of the solidification of division and the strengthening of anti-communism on his literature was examined. Prior to the establishment of the separate government, Sang-seop Yeom proposed the union of the left and the middle faction in the series Meeting and Parting (1948.1) and Reunion (1948.8). In the Morning Breeze (1948.1.1-11.13), the possibility of “Chosun Studies” to overcome division was proposed. However, the imagination of national unity was reduced to a critical awareness of anti-communism and bourgeois opportunists in the Windless Zone (1949.7.1-9.25). In Boy in the Quarry (1950.1-6), the political consciousness of national unity was refracted into class-wide unity between the good bourgeoisie and the reliable war refugees. In Confusion (1949.1), Yeom Sang-seop novelized the situation in which inflation and security instability deepened due to the delay in integration between the pro-Japanese and pro-Japanese advocates. In Two Bankruptcies (1949.8), he set the anti-national act punishment law as an opportunity for the new woman Ok-im to fall into a vicious usurer. Afterwards, he introduces Deok-hee, a new woman who does not compromise with golden universalism and emphasizes the importance of self in Warm Current (1950.2.10-6.28). However, the ideal image of a woman embodied through Deok-hee was irrelevant to the political situation in Korea, which was gradually reaching extremes.

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