双随机风险模型的罚金折现函数  

Discounted Penalty Function of Doubly Stochastic Risk Models

作　　者：李志英[1] 

机构地区：[1]绍兴文理学院元培学院,浙江绍兴312000

出　　处：《绍兴文理学院学报》2010年第10期36-38,共3页Journal of Shaoxing University

摘　　要：在假设保费收取过程和索赔过程都为复合Poisson过程的前提下推导出Gerber-Shiu罚金折现函数所满足的方程.On the assumption that both the premium - receiving process and the claim process are compound Poisson processes,the Gerber- Shiu discounted penalty function to satisfy the equation is obtained.

关 键 词：复合POISSON过程 破产时刻 破产概率 罚金折现函数 

分 类 号：F840.021[经济管理—保险]