经济数学2019，Vol.36Issue(4)：1-7,7.
具有常数利率的延迟更新风险模型
The Delayed Renewal Risk Model with Constant Interest
摘要
Abstract
We consider a delayed renewal risk model with constant interest.The main result is an expression of the Gerber-Shiu discounted penalty function in the delayed renewal risk model with constant interest in terms of the corresponding Gerber-Shiu function in the non-delayed renewal risk model with con-stant interest.Subsequently,we present the exact expressions for the ruin probability in a special case of the delayed renewal risk processes with constant interest.关键词
延迟更新风险模型/常数利率/破产概率/Gerber-Shiu期望折罚函数Key words
delayed renewal risk model/constant interest/ruin probability/Gerber-Shiu expected discounted penalty function分类
管理科学引用本文复制引用
欧辉,周子雅..具有常数利率的延迟更新风险模型[J].经济数学,2019,36(4):1-7,7.基金项目
湖南省教育厅项目(16C0952),国家自然科学基金青年基金项目(11701175) （16C0952）
