带税率的Cramér-Lundberg风险模型的总征税次数的分布函数
대세솔적Cramér-Lundberg풍험모형적총정세차수적분포함수
ON THE PROBABILITY FUNCTION OF THE TOTAL NUMBER OF TAXATION PERIODS FOR THE CRAMER-LUNDBERG RISK MODEL WITH TAX
  • 万方数据
    数学杂志 수학잡지
    JOURNAL OF MATHEMATICS
    2011年 6期 1057-1062 ,共6页

    周少南%明瑞星

    주소남%명서성

    Cramér-Lundberg风险模型%税率%破产%概率函数 Cramér-Lundberg風險模型%稅率%破產%概率函數
    Cramér-Lundberg풍험모형%세솔%파산%개솔함수
    Cramér-Lundberg risk model%tax%ruin%probability function
    本文研究了带税率的Cramér-Lundberg风险模型.利用迭代算法及该过程具有的的强马氏性,得出 了保险公司从开始营运到破产期间总赋税次数的概率函数.作为例子,本文给出了指数分布索赔假定下该概率函数的具体表达式.
    본문연구료대세솔적Cramér-Lundberg풍험모형.이용질대산법급해과정구유적적강마씨성,득출 료보험공사종개시영운도파산기간총부세차수적개솔함수.작위례자,본문급출료지수분포색배가정하해개솔함수적구체표체식.
    In this paper,we consider the generalized Cramér-Lundberg risk model including tax payments.By a recursive approach together with the strong Markov property of the model,we obtain a closed-form expression for the probability function of the total number of taxation periods over the lifetime of the risk process.The explicit expression for the probability function is also given for exponential individual claims.
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