李俊海, 刘再明. 混合指数更新模型下平均折现惩罚函数[J]. 应用概率统计, 2007, 23(2): 143-148.
引用本文: 李俊海, 刘再明. 混合指数更新模型下平均折现惩罚函数[J]. 应用概率统计, 2007, 23(2): 143-148.
shu
LI JUNHAI, LIU ZAIMING. Expected Discounted Penalty of Mixed Exponential Renewal Process[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 143-148.
Citation: LI JUNHAI, LIU ZAIMING. Expected Discounted Penalty of Mixed Exponential Renewal Process[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 143-148.
shu

混合指数更新模型下平均折现惩罚函数

Expected Discounted Penalty of Mixed Exponential Renewal Process

    摘要
  • 摘要: 本文讨论了以混合指数分布为点间间距的更新风险模型下平均折现惩罚函数, 在简单条件下, 利用Dickson and Hipp (2001)中引入的变换方法, 得到了平均折现惩罚函数的Laplace变换的精确表达式.

     

    Abstract: In this paper, the expected discounted penalty of mixed exponential renewal risk process was considered. Under some simple conditions, the explicit expression of Laplace transform of the expected discounted penalty is obtained.

     

    • HTML全文
    • 参考文献(0)
    • 相关文章
    • 施引文献
  • 资源附件(0)

/

返回文章
返回