索赔次数为复合Poisson-Geometric过程的双险种风险模型  

The Number of Claims is a Double Risk Model of Compound Poisson-Geometric process

作　　者：乔克林[1] 李亚 徐佩佩 QIAO Ke-lin;LI YA;Xu Pei-pei(College of Mathematics and Computer Science,Yan′an University,Yan′an 716000,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27-30,共4页Journal of Yan'an University：Natural Science Edition

基　　金：陕西省教育厅科研计划项目(2017JK0874)

摘　　要：对理赔次数为复合Poisson-Geometric过程带干扰的双险种风险模型的进一步研究,得出破产时刻的期望现值、矩母函数以及n阶矩所满足的积分微分方程及边界条件。The paper further studies the risk model of double jeopardy with disturbance in the process of compound Poisson-Geometric.The present value of the expectation of the bankruptcy,the integral differential equations and boundary conditions satisfied by the moment mother function and n-moment were obtained.

关 键 词：POISSON-GEOMETRIC过程 矩母函数 n阶矩 

分 类 号：O211[理学—概率论与数理统计]