摘要
研究了带干扰的阈红利策略对偶风险的罚金函数,给出了Gerber-Shiu罚金函数的相关结果,由振动引起的罚金函数及由索赔引起的罚金函数满足的微积分方程或更新方程及其解,相应的得出索赔额为指数分布时的破产概率.
In this paper,we consider the dual perturbed risk model with threshold dividend barrier,and derive the integro-defferential equations for the Gerber-Shiu discounted penalty function which are due to oscillation and caused by a claim,respectively,and also gain their solutions.Furthermore,the ruin probability of exponentially distributed claims is given.
作者
杨莉
张启敏
张来萍
YANG Li;ZHANG Qi-min;ZHANG Lai-ping(School of Mathematics and Information Science Beifang University of Nationalities,Yinchuan 750021,China;School of Mathematical and Statistical Science Ningxia University,Yinchuan 750021,China;Xinhua College,Ningxia University,Yinchuan 750021,China)
出处
《数学的实践与认识》
北大核心
2020年第2期9-17,共9页
Mathematics in Practice and Theory
基金
国家自然科学前期培育项目(2013QZP08)
宁夏自然科学基金项目(NZ12208).
关键词
阈红利策略
WIENER过程
对偶风险模型
罚金函数
threshold dividend strategy
Wiener process
dual risk model
discounted penalty function
