| 理赔额与理赔间隔相依的风险模型的若干结论 |
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| 引用本文： | 于文广,黄玉娟.理赔额与理赔间隔相依的风险模型的若干结论[J].数学杂志,2013,33(5). |
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| 作者姓名： | 于文广 黄玉娟 |
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| 作者单位： | 1. 山东财经大学保险学院,山东济南,250014
2. 山东交通学院理学院,山东济南,250023 |
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| 基金项目： | Humanities and Social Sciences Project of the Ministry Education of China，Natural Science Foundation of Shandong Province，Research Program of Higher Education of Shandong Province，Natural Science Foundation of Shandong Province，Major Cultivation Project of Shandong Jiaotong University |
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| 摘 要： | 本文研究了一类具有相依结构的风险模型.利用无穷小方法,得到了Gerber-Shiu罚金折现期望函数所满足的积分-微分方程,给出了破产时刻,破产赤字及破产前瞬时盈余的拉普拉斯变换的积分-微分方程的应用.最后,在具有常数红利边界下的同-风险模型中,分析了红利支付的期望现值.
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| 关 键 词： | 风险模型 相依索赔额 常值红利边界 |
SOME RESULTS ON A RISK MODEL WITH DEPENDENCE BETWEEN CLAIM SIZES AND CLAIM INTERVALS |
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| YU Wen-guang
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HUANG Yu-juan.SOME RESULTS ON A RISK MODEL WITH DEPENDENCE BETWEEN CLAIM SIZES AND CLAIM INTERVALS[J].Journal of Mathematics,2013,33(5). |
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| Authors: | YU Wen-guang HUANG Yu-juan |
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| Abstract: | |
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| Keywords: | risk model interclaim-dependent claim sizes constant dividend barrier |
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