| 具马氏调制费率的风险模型罚金函数的期望 |
| |
| 引用本文： | 刘丽芳.具马氏调制费率的风险模型罚金函数的期望[J].湖南文理学院学报(自然科学版),2012(4):14-16. |
| |
| 作者姓名： | 刘丽芳 |
| |
| 作者单位： | 中南大学数学与统计学院;湖南文理学院数学与计算科学学院 |
| |
| 基金项目： | 湖南省自然科学基金(09JJ6016);湖南省教育厅青年项目(10B073) |
| |
| 摘 要： | 主要考虑马氏风险模型的罚金函数的数学期望．在具有马氏调制费率，索赔额服从指数分布情形下，得出罚金函数的数学期望所满足的积分方程．
|
| 关 键 词： | 马氏调制 风险模型 罚金函数 |
The expectation of penalty function in risk model with Markov-Modulated premium rates |
| |
| LIU Li-fang.The expectation of penalty function in risk model with Markov-Modulated premium rates[J].Journal of Hunan University of Arts and Science:Natural Science Edition,2012(4):14-16. |
| |
| Authors: | LIU Li-fang |
| |
| Institution: | LIU Li-fang(School of Mathematics and Computing Sciences,Hunan University of Arts and Science,Changde 415000,China) |
| |
| Abstract: | The penalty function expectation was considered in Markov risk model. In the case, where the premium rate was Markov-modulated and the claim distribution was exponential, a integro-differential equation was gotten about the penalty function expectation. |
| |
| Keywords: | Markov-modulated risk model penalty function |
| 本文献已被 CNKI 维普 等数据库收录！ |
