| Erlang(2)风险模型的Gerber-Shiu折扣罚函数满足的更新方程 |
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| 引用本文： | 易亚利,胡源艳,欧诗德.Erlang(2)风险模型的Gerber-Shiu折扣罚函数满足的更新方程[J].广西科学,2012,19(4):302-305. |
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| 作者姓名： | 易亚利 胡源艳 欧诗德 |
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| 作者单位： | 玉林师范学院数学与信息科学学院,广西玉林,537000 |
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| 基金项目： | 广西教育厅科研项目，玉林师范学院校级青年科研项目 |
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| 摘 要： | 通过Gerber-Shiu折扣罚函数对索赔量与索赔时间相依的Erlang(2)风险模型进行分析,并利用Dickson-Hipp算子得到Gerber-Shiu折扣罚函数满足的更新方程.
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| 关 键 词： | Gerber-Shiu折扣罚函数 Dickson-Hipp算子 相依 Erlang(2)过程 |
| 收稿时间： | 2012/4/7 0:00:00 |
| 修稿时间： | 2012/8/20 0:00:00 |
The Renewal Function of Erlang(2) Risk Model with Satisfied Gerber-Shiu Discounted Penalty Function |
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| YI Ya-li,HU Yuan-yan and OU Shi-de.The Renewal Function of Erlang(2) Risk Model with Satisfied Gerber-Shiu Discounted Penalty Function[J].Guangxi Sciences,2012,19(4):302-305. |
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| Authors: | YI Ya-li HU Yuan-yan and OU Shi-de |
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| Affiliation: | (School of Mathematics and Information Science,Yulin Normal University,Yulin,Guangxi 537000,China) |
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| Abstract: | The Gerber-Shiu discounted penalty function is investigated in the risk model with Erlang(2) process for inter-claim-dependent claim sizes.The renewal function that satisfies the Gerber-Shiu discounted penalty function is obtained. |
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| Keywords: | Gerber-Shiu discounted penalty function Diskon-Hipp operator inter-dependent Erlang(2) process |
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