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研究了保费为一复合计数过程且含常利率因素的特殊双险种风险模型,给出了该模型下破产前瞬间盈余分布的展式及其所满足的积分方程,获得了该模型下联系破产前瞬间盈余和破产时赤字的破产时刻罚金折现期望函数所满足的积分方程,并且在特殊情况下得到了一些描述保险公司破产的精算指标的积分方程,从而更加精确地描述了风险投资商实际的经营状况。
This paper studies a special double-insurance risk model with premium as a compound counting process and a constant interest rate. It also gives an extension of the pre-bank surplus distribution and the integral equation it satisfies before the bankruptcy. Instantaneous surpluses and bankruptcies at the time of bankruptcy of the deficit bankruptcy moments discounted integral function expected by the expectation function, and in exceptional circumstances has been some description of the insurance company’s actuarial index of bankruptcy integral equation, which more accurately describe the real venture capitalists Operating conditions.