摘要
对理赔次数为复合Poisson-Geometric过程带干扰的双险种风险模型的进一步研究,得出破产时刻的期望现值、矩母函数以及n阶矩所满足的积分微分方程及边界条件。
The paper further studies the risk model of double jeopardy with disturbance in the process of compound Poisson-Geometric.The present value of the expectation of the bankruptcy,the integral differential equations and boundary conditions satisfied by the moment mother function and n-moment were obtained.
作者
乔克林
李亚
徐佩佩
QIAO Ke-lin;LI YA;Xu Pei-pei(College of Mathematics and Computer Science,Yan′an University,Yan′an 716000,China)
出处
《延安大学学报（自然科学版）》
2018年第1期27-30,共4页
Journal of Yan'an University：Natural Science Edition
基金
陕西省教育厅科研计划项目(2017JK0874)
