摘要
研究了多险种多复合Poisson-Geometric过程的常利率风险模型,得到了折现惩罚期望函数所满足的更新方程,在此基础上,对经典风险理论中的一些结果作了进一步的讨论。
Considered a multi-compound Poisson-Geometric risk model of multi-type-insurance with aconstant interest rate,the renewal equation of the discounted penalty function has been given. Based onthe study,some results in the classical risk theory were discussed in detail.
出处
《江汉大学学报（自然科学版）》
2015年第2期101-104,共4页
Journal of Jianghan University：Natural Science Edition
基金
国家自然科学基金项目(10871077)
江汉大学科研启动项目(2011021)
