| 一类Cox风险模型下的罚金函数 |
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| 引用本文： | 王春伟,高兴平.一类Cox风险模型下的罚金函数[J].曲阜师范大学学报,2009,35(2):31-35. |
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| 作者姓名： | 王春伟 高兴平 |
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| 作者单位： | 王春伟,WANG Chun-wei(曲阜师范大学数学科学学院,273165,山东省曲阜市);高兴平,GAO Xing-ping(杭州市景成实验学校,310000,浙江省杭州市)
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| 摘 要： | 考虑了索赔来到的时间间隔和索赔量受外部环境干扰的Cox风险模型．通过求拉氏变换的方法分析了折扣罚金函数，并求出了零初始金时罚金函数的具体表示．
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| 关 键 词： | 破产时刻 破产时赤字 破产前盈余 Cox风险模型 |
On the Discounted Penalty Function in a Cox Risk Model |
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| WANG Chun-wei,GAO Xing-ping.On the Discounted Penalty Function in a Cox Risk Model[J].Journal of Qufu Normal University(Natural Science),2009,35(2):31-35. |
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| Authors: | WANG Chun-wei GAO Xing-ping |
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| Institution: | WANG Chun-wei, GAO Xing-ping (1.School of Mathematical Sciences, Qufu Normal University, 273165, Qufu, Shandong; 2.Jingcheng Experiment School of Hangzhou ,310000, Hangzhou, Zhejiang, PRC) |
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| Abstract: | The authors consider a Cox risk model in which the claim inter-arrivals and claim sizes are influenced by an external Markovian environment process.Based on the analysis of the discounted penalty function of the risk model by means of Laplace transforms,the explicit expressions when the initial capital is zero are obtained. |
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| Keywords: | time of ruin surplus before ruin deficit at ruin Cox risk model |
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