| 双理赔风险模型的Gerber-Shiu罚金函数 |
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| 引用本文： | 潘洁,;郭祥鹏. 双理赔风险模型的Gerber-Shiu罚金函数[J]. 科技信息, 2008, 0(14): 129-129 |
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| 作者姓名： | 潘洁, 郭祥鹏 |
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| 作者单位： | 安徽理工大学理学院数学系 安徽淮南232000(潘洁)，淮南师范学院数学系 安徽淮南232007(郭祥鹏) |
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| 摘 要： | 本文考虑了一类双理赔风险模型，即每一个主理赔以概率P产生一个次理赔，本文通过更新方法得到了该模型的Gerber-Shiu期望折扣罚金函数所满足的积分方程和积分-微分方程。
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| 关 键 词： | Gerber-Shiu期望折扣罚金函数 积分方程 积分-微分方程 |
Gerber-Shiu Discounted Penalty Function of a double-claim risk model |
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| Panjie GuoXiangpeng. Gerber-Shiu Discounted Penalty Function of a double-claim risk model[J]. Science, 2008, 0(14): 129-129 |
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| Authors: | Panjie GuoXiangpeng |
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| Affiliation: | Panjie1 GuoXiangpeng2 |
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| Abstract: | In this paper, we introduce a double-claim risk model,in which the main claim can produce a by-claim with a probability of P.We obtain the integral equation and the integro-differential equation for the Gerber-Shiu discounted penalty function. |
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| Keywords: | Gerber-Shiu discounted penalty function integral equation integro-differential equation |
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