| 带干扰的Erlang(2)风险模型的不破产概率 |
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| 引用本文： | 邢永胜,张春生. 带干扰的Erlang(2)风险模型的不破产概率[J]. 应用数学学报, 2006, 29(1): 175-183 |
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| 作者姓名： | 邢永胜 张春生 |
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| 作者单位： | 1. 山东工商学院数学与信息学院,烟台,264005
2. 南开大学数学科学学院,天津,300071 |
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| 摘 要： | 本文讨论了带干扰的Erlang(2)风险模型,通过构造一个延迟更新过程,我们得到了不破产概率满足的积分-微分方程,进而得到了不破产概率的明确表达式．
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| 关 键 词： | 风险模型 不破产概率 积分-微分方程 更新方程 |
| 收稿时间： | 2004-10-14 |
| 修稿时间： | 2004-10-14 |
Survival Probability for the Erlang(2) Risk Model that is Perturbed by Diffusion |
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| XING YONGSHENG,ZHANG CHUNSHENG. Survival Probability for the Erlang(2) Risk Model that is Perturbed by Diffusion[J]. Acta Mathematicae Applicatae Sinica, 2006, 29(1): 175-183 |
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| Authors: | XING YONGSHENG ZHANG CHUNSHENG |
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| Affiliation: | 1, Shandong institute of Business and Technology, Yantai 264005;2,Department of Mathematics, Nankai University, Tianjin 300071 |
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| Abstract: | This paper investigates the survival probability in the Erlang (2) risk process that is perturbed by diffusion. Using the integro-differential equation that we establish, we obtain the some explicit expressions for the survival probability. |
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| Keywords: | Erlang(2) risk model survival probability integro-differential equation renewal equation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
