具有随机保费收入和阈值分红的相依风险模型  

Dependent risk model with stochastic premiums and threshold divided

作　　者：包振华[1] 王佳希 BAO Zhen-hua;WANG Jia-xi(School of Mathematics,Liaoning Normal University,Dalian 116081,China)

机构地区：[1]辽宁师范大学数学学院,辽宁大连116081

出　　处：《吉林师范大学学报（自然科学版）》2024年第4期51-57,共7页Journal of Jilin Normal University:Natural Science Edition

基　　金：辽宁省教育厅基本科研项目(JYTMS20231043)。

摘　　要：考虑具有随机保费收入和阈值分红的相依风险模型,其中保费收入为复合泊松过程,而索赔额和索赔间隔时间具有特定的相依关系.利用模型的平稳独立增量性质,分别得到了Gerber-Shiu函数以及破产前期望贴现红利的积分方程和微分方程.Consider a dependent risk model with stochastic premiums and threshold divided,where premium income follows a compound Poisson process and a specific dependent structure are assumed between claim sizes and inter-claim times.By utilizing the stationary and independent increment property,we derive the integral and integro-differential equations for the Gerber-Shiu function and the expected discounted dividend payments until ruin,respectively.

关 键 词：随机保费 相依结构 分红策略 GERBER-SHIU函数 微分方程 

分 类 号：F840[经济管理—保险] F224