摘要
本文研究了一类随机收入的扰动更新风险模型的破产问题.运用拉普拉斯变换以及拉格朗日差值公式得到了Gerber-Shiu函数的拉普拉斯变换的渐近表达式,推广了文献[4]中的结论.
In this paper, the ruin problems under stochastic income in the perturbed renewal risk model are considered. By using Laplace transform and Lagrange interpolation formula, the asymptotic results for Gerber-Shiu function are derived when the individual stochastic premium sizes are exponentially distributed, which generalize the results of [4].
出处
《数学杂志》
CSCD
北大核心
2014年第2期225-234,共10页
Journal of Mathematics
基金
Supported by Key Laboratory of High Performance Computing and Stochastic Information Processing
