摘要
提出了一种保费收取过程为二项过程而索赔过程为其稀疏过程的风险模型,讨论了该模型的Gerber-Shiu折现罚金函数,得到了Gerber-Shiu折现罚金函数所满足的更新方程和渐近估计式,并且根据Gerber-Shiu折现罚金函数的特点,还得到了一些相关精算量的渐近估计式.
In this paper, we consider a risk model in which the premium arriving number process is a binomial process while the claim number process is the thinning of the premium arriving number process. We discussed the Gerber-Shiu discounted penalty function of this model, and obtain the renewal equation and the asymptotic estimate for the Gerber-Shiu discounted penalty function. With the feature of the Gerber-Shiu discounted penalty function,some related ruin quantities are also obtained.
出处
《数学的实践与认识》
北大核心
2017年第17期235-240,共6页
Mathematics in Practice and Theory
基金
国家自然科学基金(11361003)
贵州省科技厅科学技术联合基金项目(黔科合LH字[2016]7054号
黔科合LH字[2015]7595号)
