| 带税收的Erlang(2)风险模型的折罚函数 |
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| 引用本文： | 刘炜,苏静.带税收的Erlang(2)风险模型的折罚函数[J].湖南文理学院学报(自然科学版),2011(2):19-21. |
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| 作者姓名： | 刘炜 苏静 |
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| 作者单位： | 湖南文理学院数学与计算科学学院; |
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| 摘 要： | 考虑了带税收的Erlang(2)风险模型.研究了在Erlang(2)风险过程下,税收对保险公司的期望折罚函数等破产特征量的影响,得到了有税收和无税收2种不同策略下的Erlang(2)风险模型的期望折罚函数的关系式.
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| 关 键 词： | Erlang(2)风险模型 期望折罚函数 税收 拉普拉斯变换 |
The expected discounted penalty function for the Erlang(2) risk model with tax |
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| LIU Wei,SU Jing.The expected discounted penalty function for the Erlang(2) risk model with tax[J].Journal of Hunan University of Arts and Science:Natural Science Edition,2011(2):19-21. |
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| Authors: | LIU Wei SU Jing |
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| Institution: | LIU Wei,SU Jing (College of Mathematics and Computer Science,Hunan University of Arts and Science,Changde 415000,China) |
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| Abstract: | This paper considers the Erlang(2) risk model including tax payments and investigates how tax payments affect the behavior of a Erlang(2) surplus process by defining an expected discounted penalty function at ruin.The main purpose is to deduce the relationship between the expected discounted penalty function in the Erlang(2) risk model with and without tax. |
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| Keywords: | Erlang(2) risk model expected discounted penalty function tax Laplace transform |
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