阈红利策略下Erlang(2)风险模型罚金函数的相关结果
摘要
研究了两步保费率下Erlang(2)风险过程,给出了Gerber-Shiu折现罚函数的相关结果:即给出了罚金函数的两个微积分方程及其解或更新方程.在索赔额为指数分布条件下得到了两个与破产相关的量并计算出了相应的数值结果.
出处
《大学数学》
2011年第1期92-100,共9页
College Mathematics
基金
北方民族大学科研项目(2009y034)
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