| 引用本文： |
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易亚利,胡源艳,欧诗德.Erlang(2)风险模型的Gerber-Shiu折扣罚函数满足的更新方程[J].广西科学,2012,19(4):302-305. [点击复制]
- YI Ya-li,HU Yuan-yan,OU Shi-de.The Renewal Function of Erlang(2) Risk Model with Satisfied Gerber-Shiu Discounted Penalty Function[J].Guangxi Sciences,2012,19(4):302-305. [点击复制]
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| 摘要: |
| 通过Gerber-Shiu折扣罚函数对索赔量与索赔时间相依的Erlang(2)风险模型进行分析,并利用Dickson-Hipp算子得到Gerber-Shiu折扣罚函数满足的更新方程. |
| 关键词: Gerber-Shiu折扣罚函数 Dickson-Hipp算子 相依 Erlang(2)过程 |
| DOI： |
| 投稿时间：2012-04-07修订日期：2012-08-20 |
| 基金项目:广西教育厅科研项目(201010LX433);玉林师范学院校级青年科研项目(2011YJQN06)资助。 |
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| The Renewal Function of Erlang(2) Risk Model with Satisfied Gerber-Shiu Discounted Penalty Function |
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YI Ya-li, HU Yuan-yan, OU Shi-de
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| (School of Mathematics and Information Science, Yulin Normal University, Yulin, Guangxi 537000, China) |
| Abstract: |
| The Gerber-Shiu discounted penalty function is investigated in the risk model with Erlang(2) process for inter-claim-dependent claim sizes.The renewal function that satisfies the Gerber-Shiu discounted penalty function is obtained. |
| Key words: Gerber-Shiu discounted penalty function Diskon-Hipp operator inter-dependent Erlang(2) process |
