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

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.