| 关于Erlang(2)风险模型的若干结论 |
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| 引用本文： | 高萍. 关于Erlang(2)风险模型的若干结论[J]. 江汉大学学报(自然科学版), 2012, 40(5): 11-15 |
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| 作者姓名： | 高萍 |
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| 作者单位： | 华侨大学厦门工学院,福建厦门,361021 |
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| 摘 要： | 考虑一类具有常数红利界限的带干扰Erlang(2)风险模型,探讨了该模型下的函数M(x,y;b)满足的积分-微分方程及其边界条件以及M(x,y;b)的积分方程,并通过该积分方程得到了函数M(x,y;b)连续可微的条件。
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| 关 键 词： | Erlang(2)风险模型 干扰 红利界限 积分-微分方程 边界条件 |
Several Conclusions about the Erlang(2) Risk Model |
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| GAO Ping. Several Conclusions about the Erlang(2) Risk Model[J]. Journal of Jianghan University(Natural Sciences), 2012, 40(5): 11-15 |
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| Authors: | GAO Ping |
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| Affiliation: | GAO Ping (Xiamen Institute of Technology, Huaqiao University, Xiamen 361021, Fujian, China) |
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| Abstract: | Consideres a dend barrier, discusses the diffusion perturbed integro-differential M（x,y;b）, the integral equation for M（x,y;b）, Erlang （2） risk model with a equation with certain boundary obtaines the conditions under constant diviconditions for which M（x,y;b ） is continuously differentiable through the integral equation. |
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| Keywords: | Erlang (2) risk model diffusion dividend barrier integro-differential equation boundary condition |
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