| 关于复合二项模型导致破产的索赔额分布 |
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| 引用本文： | 吴静. 关于复合二项模型导致破产的索赔额分布[J]. 广东轻工职业技术学院学报, 2007, 6(4): 25-28 |
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| 作者姓名： | 吴静 |
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| 作者单位： | 广东轻工职业技术学院,经济系,广东,广州,510300 |
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| 摘 要： | 对于复合二项风险模型,文中首先给出Cerber-Shiu贴现惩罚函数所满足的瑕疵更新方程的解.通过选择适当的惩罚函数,给出了导致破产的索赔量分布函数的具体表达式.
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| 关 键 词： | 导致破产的索赔 复合二项模型 瑕疵更新方程 |
| 文章编号： | 1672-1950（2007）04-0025-04 |
| 收稿时间： | 2007-12-23 |
| 修稿时间： | 2007-12-23 |
On the Distribution of the Amount of the Claim Causing Ruin for the Compound Binomial Risk Model |
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| WU jing. On the Distribution of the Amount of the Claim Causing Ruin for the Compound Binomial Risk Model[J]. Journal of Guangdong Industry Technical College, 2007, 6(4): 25-28 |
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| Authors: | WU jing |
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| Abstract: | For the compound binomial risk model, the paper derives a solution to the defective renewal equation satisfied by the Gerber-Shiu discounted penalty function. Then the paper gives explicit expressions for the distribution function of the amount of the claim causing ruin through selecting proper penalty function. |
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| Keywords: | claim causing ruin compound binomial model, defective renewal equation |
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