研究在扰动的SparreAndersen模型中保险公司破产前发生的理赔次数,这里理赔时间间隔服从Erlang(2)分布;l(u;n+1)表示保险公司破产前发生n+1次理赔的概率,h(u;n)表示公司破产是由于振荡引起的且发生在第n次和第n+1次理赔之间的概率.l(s;n+1),h(s;n)分别衰示l(u;n+1),h(u;n)的拉普拉斯变换(n=1,2,…),得到了l(s;n+1)和无(s;n)的递推公式,由此运用Mathematics等数学软件可以算出l(u;n+1)及h(u;n).
which the The nurnber of claims occurring up to ruin is studied in the perturbed Sparre Andersen surplus model by diffusion in times between successive claims obey Erlang(2)-distribute. l(u;n+1) is the probability function of n+1 claims occurring up to ruin and h(u;n) is the probability function if ruin is caused by oscillation between the nth and (n+1)th claim. The recursive formulaes of l(s;n+1) and h(s;n) which are the Laplace transforms of l(u;n+1) and h(u;n) respectively are given, l(u;n+1) and h(u;n) can be worked out by using Mathematics or other mathematical software.