广西科学2012，Vol.19Issue(4)：302-305,4.
Erlang(2)风险模型的Gerber-Shiu折扣罚函数满足的更新方程
The Renewal Function of Erlang(2) Risk Model with Satisfied Gerber-Shiu Discounted Penalty Function
摘要
Abstract
The Gerber-Shiu discounted penalty function is investigated in the risk model with Er-lang(2) process for inter-claim-dependent claim sizes. The renewal function that satisfies the Gerber-Shiu discounted penalty function is obtained.关键词
Gerber-Shiu折扣罚函数/Dickson-Hipp算子/相依/Erlang(2)过程Key words
Gerber-Shiu discounted penalty function,Diskon-Hipp operator, inter-dependent, Er-lang(2) process分类
数理科学引用本文复制引用
易亚利,胡源艳,欧诗德..Erlang(2)风险模型的Gerber-Shiu折扣罚函数满足的更新方程[J].广西科学,2012,19(4):302-305,4.基金项目
广西教育厅科研项目(201010LX433) （201010LX433）
玉林师范学院校级青年科研项目(2011YJQN06)资助. （2011YJQN06）
