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带干扰的Erlang（2）风险模型罚金函数的期望
  • ISSN号：0465-7942
  • 期刊名称：《南开大学学报：自然科学版》
  • 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,山东烟台264005
  • 相关基金：Supported by NSFC （10571092; 10571132）
作者： 邢永胜[1], 马建静[1]
关键词： ERLANG(2)风险模型, 罚金函数, 更新方程, Erlang（2）risk model, ruin probabilities, renewal equation
中文摘要：

考虑了带干扰的Erlang（2）风险模型罚金函数的期望,利用建立的积分-微分方程,得出了期望的明确表达式.

英文摘要：

The moments of the surplus before ruin and the deficit at ruin caused by a claim when the risk model is the Erlang（2） risk process perturbed by diffusion is considered. The explicit expression for the moments is obtained by using integro-differential equations.

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期刊信息
  • 《南开大学学报：自然科学版》
  • 中国科技核心期刊
  • 主管单位:教育部
  • 主办单位:南开大学
  • 主编：田建国
  • 地址：天津南开区卫津路94号
  • 邮编：300071
  • 邮箱：
  • 电话：022-23501681
  • 国际标准刊号：ISSN：0465-7942
  • 国内统一刊号：ISSN：12-1105/N
  • 邮发代号:6-174
  • 获奖情况:
  • 中国期刊方阵“双效”期刊
  • 国内外数据库收录:
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  • 被引量:4822