本文考虑了索赔时间间距为Erlang(n)分布带阈限分红策略的更新风险模型的平均折现罚函数,建立了该函数所满足的积分-微分方程及更新方程,最后讨论了更新方程的解.
In this paper, we consider a renewal risk process (Sparre Andersen risk model) with a threshold dividend strategy in which the claim inter-arrival times are Erlang(n) distributed. Two integro-differential equations and a renewal one for the Gerber-Shiu discounted penalty function are obtained. Finally, we discuss the solution of the renewal equation.