| 带利息力的随机双险种风险模型 |
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| 引用本文： | 戴洪帅,刘再明,沈亮.带利息力的随机双险种风险模型[J].高校应用数学学报(A辑),2008,23(4). |
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| 作者姓名： | 戴洪帅 刘再明 沈亮 |
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| 作者单位： | 中南大学数学与计算技术学院,湖南,长沙,410075 |
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| 基金项目： | 国家自然科学基金
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| 摘 要： | 由于经典风险模型及其拓展模型的局限性,因而构造了一种带利息力的随机双险种风险模型,并且获得了初始资产为u时生存概率满足的积分方程,以及初始资产为0时生存概率的表达式.
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| 关 键 词： | 利息力 生存概率 Laplace-Stieltjes变换 积分方程 |
A stochastic double type-insurance risk model with constant interest force |
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| DAI Hong-shuai,LIU Zai-ming,SHEN Liang.A stochastic double type-insurance risk model with constant interest force[J].Applied Mathematics A Journal of Chinese Universities,2008,23(4). |
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| Authors: | DAI Hong-shuai LIU Zai-ming SHEN Liang |
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| Abstract: | There are some limitations to the classical risk model and other generalized risk models,so a stochastic double type-insurance risk model with constant interest force is constructed. The integral equation satisfying the non-ruin probability with initial reserve u and the expression of non-ruin probability with zero initial reserve are obtained. |
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| Keywords: | interest force survival probability Laplace-Stieltjes transform integral equation |
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