高师理科学刊Issue(8)：22-25,4.DOI:10.3969/j.issn.1007-9831.2015.08.006
带有相依索赔及常利率风险模型的期望贴现罚金函数
The expected discounted penalty function for the risk model with dependent claims and constant interest force
郑祉怡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
Researched on the compound Poisson risk model with dependent claims and constant interest force,in which it assumes that the claim amount and inter-claim time of insurance company are no longer independence and the next claim size is influenced by the last inter-claim time.For such a model,first get a integral-differential equation for the Gerber-Shiu expected discounted penalty function,at the same time,also achieved a Volterra equation for the expected discounted penalty function.关键词
常利率风险模型/相依结构/Volterra方程/积分-微分方程Key words
risk model with constant interest force/dependence structure/Volterra equation/integral-differential equation分类
管理科学引用本文复制引用
郑祉怡..带有相依索赔及常利率风险模型的期望贴现罚金函数[J].高师理科学刊,2015,(8):22-25,4.
