正整数保费率的复合二项模型的Gerber-Shiu罚金函数
THE GERBER-SHIU PENALTY FUNCTION FOR THE COMPOUND BINOMIAL MODEL WITH GENERAL PREMIUM RATE
摘要
讨论一个任意正整数保费率的复合二项模型.获得了这个模型的Gerber-Shiu罚金函数值满足的线性方程、一个上界、一个下界.
This paper is concerned with the compound binomial model with general premium rate. The linear equations satisfied by the values of the Gerber-Shiu penalty function is given, and an upper bound and a lower bound of the penalty function are obtained.
出处
《系统科学与数学》
CSCD
北大核心
2010年第8期1102-1110,共9页
Journal of Systems Science and Mathematical Sciences
基金
国家自然科学基金(10871064)
湖南省教育厅科研项目(08C883)
湖南省科技厅项目(2009FJ3141)
湖南省重点实验室开放基金(09K026)资助
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