华中师范大学学报（自然科学版）2018，Vol.52Issue(1)：14-18,5.DOI:10.19603/j.cnki.1000-1190.2018.01.003
相位索赔间隔在两种保费率下关于绝对破产的Gerber-Shiu函数
The Gerber-Shiu discounted penalty function of absolute ruin for two rates with phase-type interclaim times
摘要
Abstract
On the basis of the classical risk model,this paper considers the Gerber-Shiu discounted penalty function of absolute ruin risk process with two rates,in which the inter-claim times have a phase-type distribution.The integro-differential equation for the related rates are obtained.The Laplace transforms of the Gerber-Shiu function with the initial surplus below and above zero are derived by the divided differences of matrix functions.关键词
相位分布/Gerber-Shiu函数/绝对破产/拉普拉斯变换Key words
phase-type distribution/Gerber-Shiu discounted penalty function/absolute ruin/Laplace Transfrom分类
数理科学引用本文复制引用
文二园,王秀莲..相位索赔间隔在两种保费率下关于绝对破产的Gerber-Shiu函数[J].华中师范大学学报（自然科学版）,2018,52(1):14-18,5.基金项目
国家自然科学基金项目(11401436) （11401436）
天津市教委科研项目(043135202JW1714). （043135202JW1714）
