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一类风险模型的生存概率及其Laplace变换

Survival Probability and Laplace Transform of a Class of Risk Model
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摘要 讨论了常利率带干扰的多险种多复合Poisson-Geometric风险模型,推导出生存概率满足的积分-微分方程。在没有保费收入的情况下,得到生存概率的Laplace变换的表达式,并给出数值计算的实例以说明所得结果。 We discussed a multi-compound Poisson-Geometric diffusion risk model of multi-type -insurance with a constant interest rate, the integral-differential equation of the survival probability of this model was obtained. We obtained the explicit expression about Laplace transform of the survival probability when there were no premium incomes, finally , a numerical example was given to illustrate the results.
出处 《江汉大学学报(自然科学版)》 2016年第1期22-25,共4页 Journal of Jianghan University:Natural Science Edition
基金 国家自然科学基金资助项目(11401292) 江汉大学科研启动项目(2011021)
关键词 常利率带干扰多险种多复合Poisson-Geometric风险模型 生存概率 积分-微分方程 LAPLACE变换 multi-compound Poisson-Geometric diffusion risk model of multi-type-insurance with a constant interest rate survival probability integral-differential equation Laplace transform
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