高师理科学刊2015,Vol.35Issue(4):23-26,4.DOI:10.3969/j.issn.1007-9831.2015.04.006
具有随机保费收入的复合马尔可夫二项模型
On the compound Markov binomial model with random income
刁玉 1闫美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 the compound Markov binomial model with random income.By using of the probability generating function,the defective renewal equations of the conditional and unconditional Gerber-Shiu discounted penalty function was obtained.关键词
复合马尔可夫二项模型/Gerber-Shiu折现罚金函数/概率母函数Key words
compound Markov binomial model/Gerber-Shiu discounted penalty function/probability generating function分类
数理科学引用本文复制引用
刁玉,闫美..具有随机保费收入的复合马尔可夫二项模型[J].高师理科学刊,2015,35(4):23-26,4.