常红利边界下带投资的双复合Poisson-Geometric风险模型  

Double Poisson-Geometric Risk Model with a Constant Dividend and Investment

作　　者：徐佩佩 乔克林[1] XU Pei-pei;QIAO Ke-lin(College of Mathematics and Computer Science,Yan′an University,Yan′an 761000,China)

机构地区：[1]延安大学数学与计算机科学学院,陕西延安716000

出　　处：《延安大学学报（自然科学版）》2018年第1期22-26,共5页Journal of Yan'an University：Natural Science Edition

摘　　要：利用随机过程相关知识对理赔次数服从复合Poisson-Geometric过程带干扰的风险模型做进一步研究,得出直至破产时刻总红利付款的期望现值、矩母函数及n阶矩所满足的积分微分方程及边界条件。Using random process related knowledge to further studies the risk model of double claim number with disturbance in the process of compound Poisson-Geometric,the integral differential equation and boundary condition of the expected present value,moment mother function and n order moment of total dividend payment were obtained.

关 键 词：常红利边界 POISSON-GEOMETRIC过程 红利付款 

分 类 号：O211.5[理学—概率论与数理统计]