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带干扰的Erlang（2）风险模型的不破产概率
  • ISSN号：0254-3079
  • 期刊名称：《应用数学学报》
  • 时间：0
  • 分类：O211.6[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]山东工商学院数学与信息学院,烟台264005, [2]南开大学数学科学学院,天津300071
  • 相关基金：国家自然科学基金（No.10571092;No.10571132）资助项目.
作者： 邢永胜[1], 张春生[2]
关键词： 风险模型, 不破产概率, 积分-微分方程, 更新方程, Erlang（2） risk model, survival probability, integro-differential equation, renewal equation
中文摘要：

本文讨论了带干扰的Erlang（2）风险模型，通过构造一个延迟更新过程，我们得到了不破产概率满足的积分-微分方程，进而得到了不破产概率的明确表达式．

英文摘要：

This paper investigates the survival probability in the Erlang （2） risk process that is perturbed by diffusion. Using the integro-differential equation that we establish, we obtain the some explicit expressions for the survival probability.

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期刊信息
  • 《应用数学学报》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国数学会 中国科学院数学与系统科学研究院
  • 主编：丁夏畦
  • 地址：北京市海淀区中关村东路55号
  • 邮编：100190
  • 邮箱：
  • 电话：
  • 国际标准刊号：ISSN：0254-3079
  • 国内统一刊号：ISSN：11-2040/O1
  • 邮发代号:2-822
  • 获奖情况:
  • 1996、2000年获“中科院优秀科技期刊”三等奖,1997年获“第二届全国优秀科技期刊”三等奖,2001年入选“双效期刊”（中国期刊方阵）
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:6864