| 常利率Erlang(2)风险模型的破产时刻罚金折现期望值 |
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| 引用本文： | 余国胜.常利率Erlang(2)风险模型的破产时刻罚金折现期望值[J].江汉大学学报(自然科学版),2012(1):17-19. |
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| 作者姓名： | 余国胜 |
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| 作者单位： | 江汉大学数学与计算机科学学院,湖北武汉430056 |
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| 摘 要： | 研究了常利率下Erlang(2)风险模型,得到了破产时刻罚金折现期望值的一个二阶微分方程。利用这个二阶微分方程,对经典风险理论中的一些结果作了进一步的讨论。
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| 关 键 词： | 常利率 Erlang(2)风险模型 期望值 |
The Expected Value of Discounted Penalty at Ruin Time for Erlang（2） Risk Model Under Constant Interest Rate |
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| YU Guo-sheng.The Expected Value of Discounted Penalty at Ruin Time for Erlang（2） Risk Model Under Constant Interest Rate[J].Journal of Jianghan University:Natural Sciences,2012(1):17-19. |
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| Authors: | YU Guo-sheng |
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| Institution: | YU Guo-sheng(School of Mathematics and Computer Sciences,Jianghan University,Wuhan 430056,Hubei,China) |
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| Abstract: | In this paper,we consider the Erlang（2） risk model under constant interest rate,in which a two-order differential equation is obtained.And some results in the classical risk theory are discussed in detail. |
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| Keywords: | constant interest rate Erlang（2） risk model expected value |
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