在这篇文章,风险过程在力量被考虑的兴趣下面由散开使不安,为Φ _ δ(u 的连续性和两次连续的可辨性, w ) 被讨论, Feller 表示和 integro 微分的方程由Φ _ δ(u 满足了, w ) 被导出。最后,Φ _ δ(u 的分解, w ) 被讨论,并且各个的一些性质分解了Φ _ δ(u 的部分, w ) 被获得。结果能被让参数δ在 Gerber 和 Landry 的, Tsai andWillmot 的,并且王的工作归结为大约一并且(或) σ是零。
In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ(u,w) are discussed,the Feller expression and the integro-differential equation satisfied by Фδ (u ,w) are derived. Finally, the decomposition of Фδ(u,w) is discussed, and some properties of each decomposed part of Фδ(u,w) are obtained. The results can be reduced to some ones in Gerber and Landry's,Tsai and Willmot's, and Wang's works by letting parameter δ and (or) a be zero.