| 阈值分红下的稀疏风险模型 |
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| 引用本文： | 陈洁.阈值分红下的稀疏风险模型[J].济宁师范专科学校学报,2014(3):69-71. |
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| 作者姓名： | 陈洁 |
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| 作者单位： | 济宁学院数学系,山东曲阜273155 |
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| 摘 要： | 考虑带阈值分红的稀疏风险模型.在该模型下,我们得到了期望折现罚金函数所满足的积分-微分方程,并研究了当索赔额为特殊假设时,积分-微分方程的Laplace变换的解.
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| 关 键 词： | 稀疏 阈值分红 期望折现罚金函数 积分-微分方程 |
Thinning Risk Model with Threshold Dividend |
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| CHEN Jie.Thinning Risk Model with Threshold Dividend[J].Journal of Jining Teachers College,2014(3):69-71. |
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| Authors: | CHEN Jie |
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| Institution: | CHEN Jie (Mathematics Department of Jining University, Qufu 273155, China) |
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| Abstract: | In this paper, we present a thinning risk model with the threshold strategy. Under such a model, we obtain the integro-differential equation for the expected discounted penalty function. Then we study the expression for the Laplace transform of the integro-differential equation when the claim size is special distributed. |
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| Keywords: | thinning process threshold dividend expected discounted penalty function integro-differential equation |
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