正整数保费率的复合二项模型的Gerber-Shiu罚金函数

谭激扬;杨向群

系统科学与数学 ›› 2010, Vol. 30 ›› Issue (8) : 1102-1110.

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中国科学院数学与系统科学研究院期刊网
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系统科学与数学 ›› 2010, Vol. 30 ›› Issue (8) : 1102-1110. DOI: 10.12341/jssms09247
论文

正整数保费率的复合二项模型的Gerber-Shiu罚金函数

    谭激扬(1), 杨向群(2)
作者信息 +

The Gerber-Shiu Penalty Function for the Compound Binomial Model with General Premium Rate

    TAN Jiyang(1), YANG Xiangqun(2)
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摘要

讨论一个任意正整数保费率的复合二项模型.获得了这个模型的Gerber-Shiu 罚金函数值满足的线性方程、一个上界、一个下界.

Abstract

This paper is concerned with the compound binomial model with general premium rate. The linear equations satisfied by the values of the Gerber-Shiu penalty function is given, and an upper bound and a lower bound of the penalty function are obtained.

关键词

复合二项模型 / Gerber-Shiu 期望贴现罚金函数 / 上下界.

Key words

Compound binomial model / Gerber-Shiu penalty function / upper/lower bound.

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谭激扬 , 杨向群. 正整数保费率的复合二项模型的Gerber-Shiu罚金函数. 系统科学与数学, 2010, 30(8): 1102-1110. https://doi.org/10.12341/jssms09247
TAN Jiyang , YANG Xiangqun. The Gerber-Shiu Penalty Function for the Compound Binomial Model with General Premium Rate. Journal of Systems Science and Mathematical Sciences, 2010, 30(8): 1102-1110 https://doi.org/10.12341/jssms09247
中图分类号： 60K30    90A46   
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