带息力和两步保费率的Erlang(2)风险模型  

THE RESERCH ON ERLANG(2) RISK MODEL WITH INTEREST AND TWO-STEP PREMIUM RATE FORCE

作　　者：张冕[1] 

机构地区：[1]阜阳师范学院数学与计算科学学院,安徽阜阳236032

出　　处：《经济数学》2008年第4期351-355,共5页Journal of Quantitative Economics

基　　金：安徽省高校青年教师资助计划项目(No.2008jq1116)

摘　　要：在常利率环境下,研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型,推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程.the risk model with interest force and two-step premium rate is discussed in this paper. Gerber-Shiu discounted penalty function is studied and a solution is obtained to the iuntegro-differertial eqution which is in the form of an infinite series by means of integral transform.

关 键 词：Edang(2)过程 常利率 积分-微分方程 Gerber-Shiu罚金折现期望函数 

分 类 号：O211.6[理学—概率论与数理统计]