保费随机并含有分红的离散风险模型的罚金折现期望函数  

The Expected Discounted Penalty Function for the Discrete Risk Model with Random Premium and Dividend

作　　者：赵培臣 ZHAO Pei-chen(College of Mathematics and Statistics, Heze Univesity, Heze Shandong 274015, China)

机构地区：[1]菏泽学院数学与统计学院,山东菏泽274015

出　　处：《菏泽学院学报》2020年第2期11-14,共4页Journal of Heze University

摘　　要：在离散时间的情况下,建立保险费的收取过程及索赔过程均是二项过程并含有随机分红的风险模型,根据分红值限a及初始值u的大小不同关系,分别得到了该风险模型的罚金折现期望函数所满足的递推关系式,根据罚金折现期望函数的特点,对其取不同的表达式,可以得到不同的关系式.In the case of discrete time,this paper establishes a risk model which includes binomial insurance premium collection and claim processes with random dividend.According to the relationship between the dividend limit and the initial value,the recurrence relationship of the expected discounted penalty function of the risk model is obtained,and different relations can be obtained from different expressions based on the characteristics of the expected function.

关 键 词：风险模型 罚金折现期望函数 破产概率 

分 类 号：O211.67[理学—概率论与数理统计] F840[理学—数学]