一类广义Erlang(n)风险模型红利折现的矩被引量：1

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摘要考虑常数红利边界下索赔间隔时间服从一种推广的Erlang(n)分布的更新风险模型。给出破产前全部红利折现的矩母函数和任意阶矩分别满足的积分-微分方程及相应的边界条件。

作者王春珊王后春

机构地区安徽工商职业学院公共课教学部安徽建筑工业学院数理系

出处《统计与决策》 CSSCI 北大核心 2011年第18期158-160,共3页 Statistics & Decision

关键词更新风险模型红利边界矩母函数积分-微分方程

参考文献8

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统计与决策

2011年第18期

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