Erlang(2)模型在多发点过程上的推广的G-S函数  

Gerber-Shiu Function of Generalized Erlang(2) Risk Model in Multiple Occurrences Point Processes

作　　者：薛英[1] 牛耀明[1] 徐浩 Xue Ying1, Niu Yaoming1, Xu Hao2(1. School of Mathematical Sciences, Baotou Teacher＇s College, Baotao 014030, China 2. School of Mathematical Sciences, Nanleai University, Tianjin 300071, Chin)

机构地区：[1]包头师范学院数学科学学院,内蒙古包头014030 [2]南开大学数学科学学院,天津300071

出　　处：《南开大学学报（自然科学版）》2018年第1期74-78,共5页Acta Scientiarum Naturalium Universitatis Nankaiensis

基　　金：国家自然科学基金(11661061);内蒙古自治区高校项目(NJZY17289;NJZZ16234)

摘　　要：对古典风险模型进行了变形和推广,假定模型发生的一次跳对应多次索赔,且索赔时间间隔服从Erlang(2)分布,给出了变形后模型的Gerber-Shiu函数.The classical risk model has been deformed and promoted in two aspects, one is the assumed model of a jump corresponds to a claim for several times, the other one is that the claim time interval is Erlang（2）-distributed. The new model is studied and Gerber-Shiu function of this model is given.

关 键 词：风险模型 Erlang(2) 多发点过程 GERBER-SHIU函数 

分 类 号：O211.6[理学—概率论与数理统计]