摘要
考虑复合Poisson-Geometric风险下带有投资和障碍分红的Gerber-Shiu函数问题,运用全期望公式得到复合Poisson-Geometric风险下带投资和障碍分红的Gerber-Shiu函数所满足的微分-积分方程.在指数分布假设下,得到带投资和障碍分红的保险公司破产时刻Laplace变换的显式解.
In order to study the Gerber-Shiu function for a compound Poisson-Geometric risk model with investment and barrier dividend,we obtain the differential-integral equation of the Gerber-Shiu function by using the method of total expectation formula. Under the assumption of exponential distribution,the explicit solution of the Laplace transform of ruin time of insurance company with investment and barrier dividend is given.
作者
孙宗岐
杨鹏
SUN Zongqi;YANG Peng(Medical College,Xijing University,Xi an 710123,Shaanxi Province,P.R.China;College of Science,Xijing University,Xi an 710123,Shaanxi Province,P.R.China)
出处
《深圳大学学报（理工版）》
EI
CAS
CSCD
北大核心
2021年第2期214-220,共7页
Journal of Shenzhen University(Science and Engineering)
基金
国家自然科学基金资助项目(71371152)
陕西省教育厅自然科学专项基金资助项目(2016JK2150)。
