一类保费随机的离散风险模型的研究  

The Study of A Type Discrete Risk Model with Random Income

作　　者：赵培臣[1] 

机构地区：[1]菏泽学院数学系,山东菏泽274015

出　　处：《贵州大学学报（自然科学版）》2012年第4期1-4,共4页Journal of Guizhou University:Natural Sciences

基　　金：国家自然科学基金青年项目(11101247)

摘　　要：把经典的复合二项风险模型进行推广,其中保费收取方式不再是时间的线性函数而是一个二项过程。把它的罚金期望看成初始资本的函数,首先利用数学方法得到了罚金期望函数的循环递推公式,然后利用矩母函数的特点得到了罚金期望函数的渐近估计。The compound binomial model was extended to the case where the premium income process, based on a binomial process, is no longer a linear function. The expected discounted value of a penalty at ruin was examined, which is considered as a function of the initial surplus. First a mathematically recursive formula was derived for the expected discounted penalty function, using the methods of mathematic, then the asymptotic estimate for the expected discounted penalty function was then given, using the characteristics of the moment generaring function.

关 键 词：离散风险模型 罚金期望函数 递推公式 渐近估计 

分 类 号：O211.9[理学—概率论与数理统计] F224.0[理学—数学]