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| 可以贷款和投资的古典绝对破产模型的Gerber-Shiu折现罚金函数 | |
| 引用本文： | 占学宝,王玲芝,张春生.可以贷款和投资的古典绝对破产模型的Gerber-Shiu折现罚金函数[J].天津师范大学学报(自然科学版),2009,29(1):16-19. |
| 作者姓名： | 占学宝 王玲芝 张春生 |
| 作者单位： | 1. 天津市电子仪表工业总公司,天津,300110 2. 天津现代职业技术学院,天津,300222 3. 南开大学数学科学学院,天津,300071 |
| 摘 要： | 考虑可以贷款和投资的古典绝对破产模型，利用索赔发生时刻对其Gerber-Shiu折现罚金函数进行离散，得到了该函数满足的方程以及函数的具体表达式． |
| 关 键 词： | Gerber-Shiu折现罚金函数 绝对破产概率 绝对破产时刻 |
The Gerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan |
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| ZHAN Xuebao,WANG Lingzhi,ZHANG Chunsheng.The Gerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan[J].Journal of Tianjin Normal University(Natural Science Edition),2009,29(1):16-19. | |
| Authors: | ZHAN Xuebao WANG Lingzhi ZHANG Chunsheng |
| Institution: | ZHAN Xuebao , WANG Lingzhi , ZHANG Chunsheng ( 1. Tianjin Electronic Instrument Industry Head Office, Tianjin 300110, China; 2. Tianjin Modern Vocational Technology College, Tianjin 300222, China; 3. School of Mathematical Sciences, Nankai University, Tianjin 300071, China) |
| Abstract: | The classical absolute ruin model with investment and loan was studied. By the discretization for the Gerber-Shiu discounted penalty function with the time of claims, the integral equation for the function and the explicit expression of the function were obtained. |
| Keywords: | Gerber-Shiu discounted penalty function probability of absolute ruin time of absolute ruin |
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