曲阜师范大学学报(自然科学版)
麯阜師範大學學報(自然科學版)
곡부사범대학학보(자연과학판)
JOURNAL OF QUFU NORMAL UNIVERSITY(NATURAL SCIENCE)
2009年
2期
31-35
,共5页
破产时刻%破产时赤字%破产前盈余%Cox风险模型
破產時刻%破產時赤字%破產前盈餘%Cox風險模型
파산시각%파산시적자%파산전영여%Cox풍험모형
time of ruin%surplus before ruin%deficit at ruin%Cox risk model
考虑了索赔来到的时间问隔和索赔量受外部环境干扰的Cox风险模型.通过求拉氏变换的方法分析了折扣罚金函数,并求出了零初始金时罚金函数的具体表示.
攷慮瞭索賠來到的時間問隔和索賠量受外部環境榦擾的Cox風險模型.通過求拉氏變換的方法分析瞭摺釦罰金函數,併求齣瞭零初始金時罰金函數的具體錶示.
고필료색배래도적시간문격화색배량수외부배경간우적Cox풍험모형.통과구랍씨변환적방법분석료절구벌금함수,병구출료령초시금시벌금함수적구체표시.
The authors consider a Cox risk model in which the claim inter-arrivals and claim sizes are influenced by an external Markovian environment process. Based on the analysis of the discounted penalty function of the risk model by means of Laplace transforms, the explicit expressions when the initial capital is zero are obtained.
