摘要
考虑了索赔时间间隔和接下来的索赔额具有相依关系的对偶型,其相依关系由FGM copula描述.在其具有常分红壁的前提下,推导出了G-S函数所满足的积分微分方程,并给出了其满足的更新方程.
The dual risk model with a constant dividend barrier is considered and it＇s dependence structure is constructed by FGM copula.The Integro-differential equations satisfied by Gerber-Shiu expected discounted penalty function is derived.By solving it,the expression of the form of renewal equation is given.
出处
《南开大学学报（自然科学版）》
CAS
CSCD
北大核心
2014年第5期1-10,共10页
Acta Scientiarum Naturalium Universitatis Nankaiensis
基金
国家自然科学基金(11171164)
内蒙古自治区自然科学基金(2013MS0101)
包头师范学院基金(BSYKJ-2012-21)
