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doi:10.3969/j.issn.1001-4268.2020.03.004

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��Ŀ��˴��ʵľ��临��Poisson��ģ��. ʹ��һ��,�ҵ��ཻʱ��ռλʱ��ӦLaplace�任��ʽ��ʽ.��, Laplace�任��L\'{e}vy��̵ĳ߶Ⱥ��ʾ.

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�ؼ�� �� Poisson ��ģ��, ��ռλʱ, ��, �߶Ⱥ��

Abstract��

In this paper, we consider the classical compound Poisson risk model with two-step premium rate. Using an alternative approach, we find the explicit expressions for the Laplace transforms of joint occupation times over disjoint intervals for this model. The Laplace transforms are expressed in terms of scale functions of L\'{e}vy processes.

Key words�� compound Poisson risk model joint occupation times two-step premium rate scale functions

PACS:	O211.5
	O211.6

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The project was supported by the Science and Technology Planning Project of Jiangxi Province (Grant No. GJJ180201).

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�Ű��; ��. ��ʵĸ��Poisson��ģ�͵�ռλʱ[J]. Ӧ�ø��ͳ��, 2020, 36(3): 261-276. ZHANG Aili; LIU Zhang. On Occupation Times for Compound Poisson Risk Model with Two-Step Premium Rate. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2020, 36(3): 261-276.

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http://aps.ecnu.edu.cn/CN/10.3969/j.issn.1001-4268.2020.03.004 �� http://aps.ecnu.edu.cn/CN/Y2020/V36/I3/261