| 一类逐段决定风险模型罚金函数的期望 |
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| 引用本文： | 邢永胜,吴荣.一类逐段决定风险模型罚金函数的期望[J].应用概率统计,2005,21(4):397-402. |
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| 作者姓名： | 邢永胜 吴荣 |
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| 作者单位： | [1]南开大学数学学院,天津300071 [2]山东工商学院数学与信息科学学院,烟台264005 |
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| 摘 要： | 本文主要考虑了一类逐段决定的风险模型的罚金函数．利用建立的积分一微分方程,我们得出了此类风险模型罚金函数期望的一般解．
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| 关 键 词： | 积分-微分方程 逐段决定风险模型 破产前余额及破产时赤字 罚金函数 |
| 收稿时间： | 2004-09-15 |
| 修稿时间： | 2004年9月15日 |
The Expected Valued of a Penalty Function for a PDMP Insurance Risk Model |
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| XING YONGSHENG, WU RONG.The Expected Valued of a Penalty Function for a PDMP Insurance Risk Model[J].Chinese Journal of Applied Probability and Statisties,2005,21(4):397-402. |
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| Authors: | XING YONGSHENG WU RONG |
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| Institution: | 1.School of Mathematics, Nankai University, Tianjin, 300071;2.Mathematics and Information Science College, Shandong Institute of Business and Technology, Yantai, 264005 |
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| Abstract: | In this paper, we consider the risk process described by a piecewise deterministic Markov processes (PDMP). We mainly discuss the "penalty function" of this risk process. Using the integro-differential equation we established, we obtain the exact representation. |
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| Keywords: | Integro-differential equation risk process surplus before ruin and the deficit at ruin penalty function |
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