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| 引用本文： | ����,�˹���. ������Erlang(2)����ģ���µĶ�ηֺ�����[J]. 应用概率统计, 2017, 33(1): 1-20 |
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| 作者姓名： | ���� �˹��� |
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| 作者单位： | ???????????????????? |
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| 摘 要： |
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| 关 键 词： | Erlang(2)???????, ???????????? ,覴???·??? ,???????????? ,??η?????, |
The Dependent Erlang(2) Risk Model with Dividend Strategy |
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| YANG Long,DENG GuoHe. The Dependent Erlang(2) Risk Model with Dividend Strategy[J]. Chinese Journal of Applied Probability and Statisties, 2017, 33(1): 1-20 |
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| Authors: | YANG Long DENG GuoHe |
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| Affiliation: | School of Mathematics and Statistics, Guangxi Normal University |
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| Abstract: | In this paper, an Erlang(2) risk model with time-dependentclaims is studied under a multi-layer dividend strategy. First, some piecewiseintegro-differential equations with certain boundary conditions for the Gerber-Shiufunction are derived. Then, applying these results, some defective renewal equationsand explicit expressions for the Gerber-Shiu function are obtained when the jointdensity of the inter-claim time and claim size belongs to the rational family. |
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| Keywords: | Erlang(2) risk model time-dependent claims defective renewal equation Gerber-Shiu function multi-layer dividend strategy |
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