研究了利率交替变化的风险模型的生存概率.首先建立生存概率应该满足的微分-积分方程,然后得到生存概率的Laplace变换满足的方程并对该方程的解法进行了讨论,最后在索赔额为指数分布时得到了生存概率的微分方程.
The authors consider the survival probability of risk model with altemately changing interest forces. Firstly, the integro-differential equations on survival probability are obtained. Then, the equations of Laplace transforms of survival probability are derived,and then how to solve the equations is discussed.At last,when the claims are exponentially distributed, the differential equations on survival probability is got.