| 扩散风险模型中Erlang(2)间隔随机观察边界分红问题 |
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| 引用本文： | 王伟,王秀莲. 扩散风险模型中Erlang(2)间隔随机观察边界分红问题[J]. 华中师范大学学报(自然科学版), 2020, 54(3): 335-338. DOI: 10.19603/j.cnki.1000-1190.2020.03.001 |
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| 作者姓名： | 王伟 王秀莲 |
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| 作者单位： | 天津师范大学数学科学学院, 天津 300387 |
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| 基金项目： | 天津市高等学校科技发展计划项目;国家自然科学基金 |
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| 摘 要： | 该文研究了比经典分红方式更为贴近实际的随机观察时间下的边界分红问题,其中风险模型用一个扩散过程进行刻画. 在随机观察时间间隔服从Erlang(2)的条件下,推导出破产时的拉普拉斯变换满足的微分方程组,并给出其显式表达.
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| 关 键 词： | 随机观察 边界分红 破产时 拉普拉斯变换 |
Barrierdividend problem in adiffusion risk model with Erlang (2) distributed observation time |
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| WANG Wei,WANG Xiulian. Barrierdividend problem in adiffusion risk model with Erlang (2) distributed observation time[J]. Journal of Central China Normal University(Natural Sciences), 2020, 54(3): 335-338. DOI: 10.19603/j.cnki.1000-1190.2020.03.001 |
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| Authors: | WANG Wei WANG Xiulian |
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| Affiliation: | College of Mathematical Science, Tianjin Normal University,Tianjin 300387, China |
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| Abstract: | In this paper, we study the barrier dividend problem under random observation time, which is closer to the reality than the classical dividend method. The risk model is characterized by a diffusion process. Under the condition that the time interval of random observation time is Erlang (2) distributed, the differential equations satisfied by Laplace transform of the time of ruin can be deduced, and its explicit expressions are given. |
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| Keywords: | random observation barrier dividends the time of ruin Laplace transform |
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