| 具有常数红利界限的带干扰Erlang(2)风险模型的Gerber-Shiu折扣罚金函数 |
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| 引用本文： | 万高成,谢华,刘庆,李成娇.具有常数红利界限的带干扰Erlang(2)风险模型的Gerber-Shiu折扣罚金函数[J].湖北大学学报(自然科学版),2011,33(1):26-30. |
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| 作者姓名： | 万高成 谢华 刘庆 李成娇 |
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| 作者单位： | 湖北大学数学与计算机科学学院,湖北,武汉,430062 |
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| 摘 要： | 利用Taylor展式导出具有常数红利界限的带干扰Erlallg(2)风险模型的Gerber-Shiu折扣罚金函数满足的积分-微分方程和其边界条件.
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| 关 键 词： | Erlang(2)风险模型 红利界限 Gerber-Shiu折扣罚金函数 积分-微分方程 |
Gerber-Shiu discounted penalty function for the diffusion perturbed Erlang(2) risk model with a constant dividend barrier |
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| WAN Chenggao,XIE Hua,LIU Qing,LI Chengjiao.Gerber-Shiu discounted penalty function for the diffusion perturbed Erlang(2) risk model with a constant dividend barrier[J].Journal of Hubei University(Natural Science Edition),2011,33(1):26-30. |
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| Authors: | WAN Chenggao XIE Hua LIU Qing LI Chengjiao |
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| Institution: | (School of Mathematics and Computer Science,Hubei University,Wuhan 430062,China) |
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| Abstract: | Using Taylor expansion,integro-differential equations with certain boundary conditions for the exected Gerber-Shiu discounted penalty functions for the diffusion perturbed Erlang（2） risk model with a constan dividend barrier were derived. |
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| Keywords: | Erlang（2） risk model dividend barrier Gerber-Shiu discounted penalty function integro-differential equation |
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