| 具有常数利率的延迟更新风险模型 |
| |
| 引用本文： | 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. |
| |
| 作者姓名： | 欧辉 周子雅 |
| |
| 作者单位： | 湖南师范大学 数学与统计学院,湖南 长沙,410081 |
| |
| 基金项目： | 教育厅项目;国家自然科学基金 |
| |
| 摘 要： | 考虑常数利率情形下的延迟更新风险过程．得到了该延迟更新风险模型下的Gerber-Shiu期望折现罚金函数的表达式，并得到了常数利率下的一种特殊的延迟更新风险模型的破产概率的显示表达式.
|
| 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 |
The Delayed Renewal Risk Model with Constant Interest |
| |
| OU Hui,ZHOU Ziya.The Delayed Renewal Risk Model with Constant Interest[J].Mathematics in Economics,2019,36(4):1-7. |
| |
| Authors: | OU Hui ZHOU Ziya |
| |
| Institution: | (School of Mathematics and Statistics, Hunan Normal University, Changsha, Hunan 410081, China) |
| |
| 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 constant interest. Subsequently, we present the exact expressions for the ruin probability in a special case of the delayed renewal risk processes with constant interest. |
| |
| Keywords: | delayed renewal risk model constant interest ruin probability Gerber-Shiu expected discounted penalty function |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《经济数学》浏览原始摘要信息 |
| 点击此处可从《经济数学》下载免费的PDF全文 |
