Sparre Anderson模型下的Lundberg基本方程

Lundberg Fundamental Functions under the Sparre Anderson Risk Model

定义了Sparre Anderson模型下的Lundberg基本方程,并分析了经典模型以及Erlang(2)风险模型下的Lundberg基本方程的性质．同时,研究了Sparre Anderson模型下索赔间隔服从复合指数分布时Lundberg基本方程根在复平面上的分布情况,并考虑了索赔额服从联合指数分布、混合指数分布时的Lundberg指数．

Lundberg fundamental function under the Sparre Anderson risk model were considered. Some characters of Lundberg fundamental function to classical risk model and Erlang（2） risk model are given. Studies on the distribution of roots of Lundberg fundamental function on the complex plane with compound exponential inter-claim distribution under the Sparre Anderson risk model have been carried out, and the Lundberg exponents with claim size having combination exponential distribution and mixed exponential distribution were given.