摘要
考虑了带干扰的 Erlang(2)风险模型罚金函数的期望,利用建立的积分一微分方程,得出了期望的明确表达式.
The moments of the surplus before ruin and the deficit at ruin caused by a claim when the risk model is the Erlang（2） risk process perturbed by diffusion is considered. The explicit expression for the moments is obtained by using integro-differential equations.
出处
《南开大学学报（自然科学版）》
CAS
CSCD
北大核心
2007年第4期74-77,共4页
Acta Scientiarum Naturalium Universitatis Nankaiensis
基金
Supported by NSFC(10571092
10571132)
