高师理科学刊Issue(6)：7-11,5.DOI:10.3969/j.issn.1007-9831.2015.06.003
一类离散时间风险模型的广义期望贴现惩罚函数
On the generalized expected discounted penalty function for a class of discrete time risk model
刘芳 1刘叶1
作者信息
- 1. 辽宁师范大学 数学学院，辽宁 大连 116029
- 折叠
摘要
Abstract
Investigated a class of discrete time renewal risk process with random premium income,in which the risk-free interest rate was assumed to be a homogeneous irreducible Markov chain.By discussing the root of the Lundberg′s fundamental equation,obtained an explicit expression for the generalized expected discounted penalty function,gave the analytical expressions for some relative ruin quantities.关键词
广义期望贴现惩罚函数/概率母函数/Lundberg基本方程Key words
generalized expected discounted penalty function/probability generating function/Lundberg′s funda-mental equation分类
管理科学引用本文复制引用
刘芳,刘叶..一类离散时间风险模型的广义期望贴现惩罚函数[J].高师理科学刊,2015,(6):7-11,5.
