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复合泊松风险模型中观察间隔为均匀分布时的贴现罚金函数 被引量：1

Discounted penalty function of compound Poisson risk model when observation interval being uniform distribution
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摘要 考虑审核时间间隔为均匀分布的期望贴现罚金函数,利用全概率公式和拉普拉斯变换,给出贴现罚金函数满足的积分微分方程以及更新方程.针对指数索赔的情况给出了期望贴现罚金函数的计算过程. The discounted penalty function of compound Poisson risk model is studied when observation interval is uniform distribution. The renewal equation and integral differential equation for the discounted penalty function are obtained by using total probability formula and Laplace transform. The calculation process of the discounted penalty function is given for the case of exponention claims.
作者 李野默 王秀莲
机构地区 天津师范大学数学科学学院
出处 《天津师范大学学报（自然科学版）》 CAS 2014年第2期12-15,共4页 Journal of Tianjin Normal University：Natural Science Edition
关键词 复合泊松风险模型 均匀分布 贴现罚金函数 compound Poisson risk model uniform distribution discounted penalty function
分类号 O211.67 [理学—概率论与数理统计]
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共引文献6

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引证文献1

天津师范大学学报（自然科学版）
2014年 第2期

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