摘要
对保费收取次数和每一保单收取的保费均为随机变量的风险模型在破产时刻的余额分布进行研究,得到了该分布所满足的微积分方程,并在假设索赔额和保费额均服从指数分布的情形下得到了方程的具体解。
In this paper, the surplus distribution at the time of ruin for the risk model when the number of premium income and the premium are random variables is discussed and the integral-differential equation is derived. An explicit expression can be obtained when the claims and premium are both exponentially distributed.
出处
《武汉科技大学学报》
CAS
2009年第3期334-336,共3页
Journal of Wuhan University of Science and Technology
基金
湖北省教育厅资助项目(B20091107)
关键词
风险模型
保费随机收取
破产时刻的余额分布
微积分方程
risk model
random premium income
surplus distribution at the time of ruin
integral-dif- ferential equation
