| 正整数保费率的复合二项模型的Gerber-Shiu罚金函数 |
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| 引用本文： | 谭激扬,杨向群. 正整数保费率的复合二项模型的Gerber-Shiu罚金函数[J]. 系统科学与数学, 2010, 30(8): 1102-1110 |
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| 作者姓名： | 谭激扬 杨向群 |
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| 作者单位： | 1. 湘潭大学数学与计算科学学院,湘潭,411105
2. 湖南师范大学数学与计算机科学学院,长沙,410081 |
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| 基金项目： | 国家自然科学基金，湖南省教育厅科研项目，湖南省科技厅项目，湖南省重点实验窀开放基金 |
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| 摘 要： | 讨论一个任意正整数保费率的复合二项模型.获得了这个模型的Gerber-Shiu 罚金函数值满足的线性方程、一个上界、一个下界.
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| 关 键 词： | 复合二项模型 Gerber-Shiu 期望贴现罚金函数 上下界. |
| 收稿时间： | 2008-01-25 |
| 修稿时间： | 2010-07-12 |
THE GERBER-SHIU PENALTY FUNCTION FOR THE COMPOUND BINOMIAL MODEL WITH GENERAL PREMIUM RATE |
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| TAN Jiyang,YANG Xiangqun. THE GERBER-SHIU PENALTY FUNCTION FOR THE COMPOUND BINOMIAL MODEL WITH GENERAL PREMIUM RATE[J]. Journal of Systems Science and Mathematical Sciences, 2010, 30(8): 1102-1110 |
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| Authors: | TAN Jiyang YANG Xiangqun |
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| Affiliation: | (1)Department of Mathematics, Xiangtan University, Xiangtan 411105;(2)Department of Mathematics, Hunan Normal University, Changsha 410081 |
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| Abstract: | This paper is concerned with the compound binomial model with general premium rate. The linear equations satisfied by the values of the Gerber-Shiu penalty function is given, and an upper bound and a lower bound of the penalty function are obtained. |
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| Keywords: | Compound binomial model Gerber-Shiu penalty function upper/lower bound. |
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