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| 一类延迟更新风险模型中的罚金函数 | |
| 引用本文： | 温玉珍,张颖. 一类延迟更新风险模型中的罚金函数[J]. 曲阜师范大学学报, 2010, 36(2): 39-43 |
| 作者姓名： | 温玉珍 张颖 |
| 作者单位： | 温玉珍(曲阜师范大学数学科学学院,273165,曲阜市);张颖(山东水利职业学院基础部,276826,山东省日照市) |
| 基金项目： | 国家自然科学基金，曲阜师范大学校基金 |
| 摘 要： | 考虑了首次索赔时间的分布是第二次索赔时间的分布(重尾分布)与指数分布的复合分布的延迟更新风险模型,给出了罚金函数及破产概率所满足的更新方程. |
| 关 键 词： | 延迟更新风险模型 罚金函数 破产概率 |
The Discounted Penalty Function in a Class of Delayed Renewal Risk Models |
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| WEN+Yu-zhen%e%%a,ZHANG+Ying%e%%a. The Discounted Penalty Function in a Class of Delayed Renewal Risk Models[J]. Journal of Qufu Normal University(Natural Science), 2010, 36(2): 39-43 | |
| Authors: | WEN+Yu-zhen%e%%a ZHANG+Ying%e%%a |
| Affiliation: | WEN+Yu-zhen%e2%91%a0,ZHANG+Ying%e2%91%a1(%e2%91%a0School+of+Mathematical+Sciences,Qufu+Normal+University,273165,Qufu,%e2%91%a1Department+of+Basic+Science,Sh,ong+Water+Polytechnic,276826,Rizhao,Sh,ong,PRC) |
| Abstract: | In this paper,the delayed renewal risk process when the density of the first inter-claim time is the mixture distributions of the exponential distribution and the second inter-claim time distribution(which is heavy-tailed distributed) is considered.The renewal equations of the penalty function and ruin probability are given. |
| Keywords: | delayed renewal risk model penalty function ruin probability |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |