| 带干扰相依风险模型的折现罚金函数 |
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| 引用本文： | 孙歆,兀松贤,段誉.带干扰相依风险模型的折现罚金函数[J].喀什师范学院学报,2011,32(3):7-8. |
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| 作者姓名： | 孙歆 兀松贤 段誉 |
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| 作者单位： | 1. 毕节学院数学系,贵州毕节,551700
2. 喀什师范学院数学系,新疆喀什,844008 |
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| 基金项目： | 贵州教育厅基金项目(2007079); 毕节学院自然科学基金项目(20092017) |
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| 摘 要： | 推广了带干扰的复合Poisson风险模型的折现罚金函数的更新方程,得到了该模型折现罚金函数的瑕疵更新方程的渐近解.
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| 关 键 词： | 稀疏过程 折现罚金函数 更新方程 |
The Discounted Penalty Function of Dependence Risk Model Perturbed by Diffusion |
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| SUN Xin,WU Song-xian,DUAN Yu.The Discounted Penalty Function of Dependence Risk Model Perturbed by Diffusion[J].Journal of Kashgar Teachers College,2011,32(3):7-8. |
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| Authors: | SUN Xin WU Song-xian DUAN Yu |
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| Institution: | SUN Xin1,WU Song-xian2,DUAN Yu1(1.Department of Mathematics,Bijie University,Bijie 551700,Guizhou,China,2.Department of Mathematics,Kashgar Teachers College,Kashgar 844008,Xinjiang,China) |
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| Abstract: | We generalized the defective renewal equation for the discounted penalty function of the compound poisson risk model perturbed by diffusion.The asymptotic formula for the discounted penalty function is proposed. |
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| Keywords: | Thinning process Risk model The expected discounted penalty function Renewal equation |
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