一类逐段决定风险模型罚金函数的期望

The Expected Valued of a Penalty Function for a PDMP Insurance Risk Model

    摘要
  • 摘要: 本文主要考虑了一类逐段决定的风险模型的罚金函数.利用建立的积分一微分方程,我们得出了此类风险模型罚金函数期望的一般解.

     

    Abstract: In this paper, we consider the risk process described by a piecewise deterministic Markov processes (PDMP). We mainly discuss the "penalty function" of this risk process. Using the integro-differential equation we established, we obtain the exact representation.

     

    • 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