ZHANG Xiaohong, WANG Rongming, KANG Kai. A Class of Integral Equations of Erlang（2） Risk Process under Interest Force[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(3): 252-258.
Citation: ZHANG Xiaohong, WANG Rongming, KANG Kai. A Class of Integral Equations of Erlang（2） Risk Process under Interest Force[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(3): 252-258.
shu

A Class of Integral Equations of Erlang（2） Risk Process under Interest Force

    Graphical Abstract
    • Abstract
  • In this paper, we consider an Erlang（2） risk model with a constant interest force for an insurance portfolio. By using the techniques of Sundt ＆ Teugels （1995） and Yang ＆ Zhang （2001a, 2001b and 2001c）, the integral equation and exponential integral equation satisfied by survival probability have been obtained. Then we have investigated the two-order differential equation satisfied by the Laplace-Stieltjes transform of survival probability.
    • FullText(HTML)
  • loading
    • References (0)
    • Related Articles

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return