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)