保费随机且带有红利支付的复合马尔可夫二项模型  

A Compound Markov Binomial Model with Random Dividends and Stochastic Premium Income

作　　者：方世祖[1] 覃利华[1] 

机构地区：[1]广西大学数学与信息科学学院,南宁530004

出　　处：《数学理论与应用》2016年第3期54-65,共12页Mathematical Theory and Applications

摘　　要：本文对带有随机保费和红利支付的复合马尔可夫二项模型,得到了其Gerber-shiu期望折现罚金函数满足的递推公式,并证明了递推方程解的存在唯一性.最后给出了涉及破产量的几个例子.Consider a compound Markov binomial model with random dividends and stochastic premium Income. The recursive formulas for the expected discounted penalty function are derived, and the existence and uniqueness of the solutions to the recursive equations are proved. As applications, some examples concerning the quantities related to ruin are presented.

关 键 词：复合马尔可夫二项模型 罚金函数 分红 破产赤字 破产概率 

分 类 号：F224[经济管理—国民经济] F830.59