| 带干扰的索赔次数为复合Poisson—Geometric过程的风险模型下的罚金函数 |
| |
| 引用本文： | 王育庆,惠军,胡宏伟.带干扰的索赔次数为复合Poisson—Geometric过程的风险模型下的罚金函数[J].工科数学,2009(6):121-125. |
| |
| 作者姓名： | 王育庆 惠军 胡宏伟 |
| |
| 作者单位： | 合肥工业大学数学学院,安徽合肥230009 |
| |
| 摘 要： | 研究了带干扰的索赔次数为复合Poisson—Geometric过程的风险模型，针对此模型，给出了罚金函数满足的积分微分方程，利用DicksonandHipp（2001）中引入的变换方法，得到了罚金函数的拉普拉斯变换的精确表达式．
|
| 关 键 词： | 复合Poisson-Geometric过程 罚金函数 积分微分方程 拉普拉斯变换 |
A Risk Model with Compound Poisson-Geometric Process and Interference Item and Its Penalty Function |
| |
| WANG Yu-qing,HUI J un,HU Hong-wei.A Risk Model with Compound Poisson-Geometric Process and Interference Item and Its Penalty Function[J].Journal of Mathematics For Technology,2009(6):121-125. |
| |
| Authors: | WANG Yu-qing HUI J un HU Hong-wei |
| |
| Institution: | (School of Mathematics, Hefei University of Technology, Hefei 230009, China) |
| |
| Abstract: | We study the risk model with compound Poisson-Geometric process and interference item and its penalty function. Based on this model we discuss the penalty function, and give the intergro-differential equation for it. Finally, the explicit expression of Laplace transform of the penalty function is obtained. |
| |
| Keywords: | compound Poisson-Geometric process penalty function integro-differential equation Laplace transform |
| 本文献已被 维普 等数据库收录！ |
