摘要
在常利率环境下,研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型,推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程.
the risk model with interest force and two-step premium rate is discussed in this paper. Gerber-Shiu discounted penalty function is studied and a solution is obtained to the iuntegro-differertial eqution which is in the form of an infinite series by means of integral transform.
出处
《经济数学》
2008年第4期351-355,共5页
Journal of Quantitative Economics
基金
安徽省高校青年教师资助计划项目(No.2008jq1116)
