| 线性阈红利策略风险模型中罚金函数的两个偏微积分方程 |
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| 引用本文： | 杨莉,田兴虎,丁维福.线性阈红利策略风险模型中罚金函数的两个偏微积分方程[J].西南民族学院学报(自然科学版),2008,34(1):61-64. |
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| 作者姓名： | 杨莉 田兴虎 丁维福 |
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| 作者单位： | [1]北方民族大学信息与计算科学学院,宁夏银川750021 [2]宁夏大学数学计算机学院,宁夏银川750021 |
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| 摘 要： | 在经典复合泊松模型的基础上，研究线性闽红利边界下风险模型的Gerber-Shiu贴现罚金函数．推导出了它的偏微积分方程．
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| 关 键 词： | 经典泊松风险模型 最终破产概率 Gerber-Shiu贴现罚金函数 阈红利边界 |
| 文章编号： | 1003-2843（2008）01-0061-04 |
| 收稿时间： | 2007-06-14 |
| 修稿时间： | 2007年6月14日 |
Two partial integro-differential equations for discounted penalty function in risk model with threshold dividend strategy |
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| YANG Li,TIAN Xin-hu,DING Wei-fu.Two partial integro-differential equations for discounted penalty function in risk model with threshold dividend strategy[J].Journal of Southwest Nationalities College(Natural Science Edition),2008,34(1):61-64. |
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| Authors: | YANG Li TIAN Xin-hu DING Wei-fu |
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| Abstract: | The classical compound Poisson risk model with a two-step premium rate is considered in this paper, which is under the linear dividend barrier. Gerber-Shiu discounted penalty function is studied. The main purpose is to deduce the partial integro-differential equations for the discounted penalty function. |
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| Keywords: | classical compound Poisson risk model probability of ultimate ruin Gerber-Shiu discounted penalty function threshold dividend strategy |
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