摘要
讨论了一种特殊的延迟更新风险过程,给出了Gerber-Shiu罚金函数和破产概率的一种表达式,运用了Laplace变换及其反演来解决相关问题.
In this paper, the delayed renewal risk process is considered for a special case. It gives the Gerber-Shiu penalty function and ruin probability. The two expressions are Obtained mainly by using Laplace Transform.
出处
《淮阴师范学院学报（自然科学版）》
CAS
2005年第4期259-267,共9页
Journal of Huaiyin Teachers College;Natural Science Edition
基金
国家自然科学基金资助项目(19801020)
