| 一类混杂分红稀疏风险模型的期望折现罚金函数(英文) |
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| 引用本文： | 陈洁.一类混杂分红稀疏风险模型的期望折现罚金函数(英文)[J].曲阜师范大学学报,2014(3):25-29. |
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| 作者姓名： | 陈洁 |
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| 作者单位： | 济宁学院数学系; |
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| 摘 要： | 考虑了一类混杂分红的稀疏风险模型.在该模型下得到了期望折现罚金函数所满足的积分方程,积分微分方程,以及递归公式.
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| 关 键 词： | 稀疏 混杂分红 递归公式 期望折现罚金函数 积分微分方程 |
Expected Discounted Penalty Function for a Thinning Risk Model with Hybrid Dividend |
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| CHEN Jie.Expected Discounted Penalty Function for a Thinning Risk Model with Hybrid Dividend[J].Journal of Qufu Normal University(Natural Science),2014(3):25-29. |
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| Authors: | CHEN Jie |
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| Institution: | CHEN Jie (Department of Mathematics,Jining University,273155 ,Jining,Shandong,PRC) |
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| Abstract: | This paper considers a thinning risk model with the hybrid strategy.Under such a model,the integral equation,the integro-differential equation and the recursive formula for the expected discounted penalty function are obtained. |
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| Keywords: | thinning process hybrid dividend recursive formula expected discounted penalty function integro-differential equation |
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