具有随机保费收入的复合马尔可夫二项模型  

On the compound Markov binomial model with random income

作　　者：刁玉[1] 闫美[1] 

机构地区：[1]辽宁师范大学数学学院,辽宁大连116029

出　　处：《高师理科学刊》2015年第4期23-26,共4页Journal of Science of Teachers＇College and University

摘　　要：研究具有随机保费收入的复合马尔可夫二项模型,利用概率母函数分别得到了有条件和无条件的情况下Gerber-Shiu折现罚金函数的瑕疵更新方程.Investigated the compound Markov binomial generating function, the defective renewal equations of penalty function was obtained. model with random income. By the conditional and unconditional using of the probability Gerber-Shiu discounted.

关 键 词：复合马尔可夫二项模型 GERBER-SHIU折现罚金函数 概率母函数 

分 类 号：O211.6[理学—概率论与数理统计]