带干扰的索赔次数为复合Poisson-Geometric过程的风险模型下的罚金函数  

A Risk Model with Compound Poisson-Geometric Process and Interference Item and Its Penalty Function

作　　者：王育庆[1] 惠军[1] 胡宏伟[1] 

机构地区：[1]合肥工业大学数学学院,安徽合肥230009

出　　处：《大学数学》2009年第6期121-125,共5页College Mathematics

摘　　要：研究了带干扰的索赔次数为复合Poisson-Geometric过程的风险模型,针对此模型,给出了罚金函数满足的积分微分方程,利用Dickson and Hipp(2001)中引入的变换方法,得到了罚金函数的拉普拉斯变换的精确表达式.We study the risk model with compound Poisson-Geometric process and interference item and its penalty function. Based on this model we discuss the penalty function, and give the intergro-differential equation for it. Finally, the explicit expression of Laplace transform of the penalty function is obtained.

关 键 词：复合POISSON-GEOMETRIC过程 罚金函数 积分微分方程 拉普拉斯变换 

分 类 号：O211.6[理学—概率论与数理统计]