[1]孙宗岐,杨鹏.带投资和障碍分红的破产时刻Laplace变换[J].深圳大学学报理工版,2021,38(2):214-220.[doi:10.3724/SP.J.1249.2021.02214]
 SUN Zongqi and YANG Peng.The Laplace transform of ruin time with investment and barrier dividend[J].Journal of Shenzhen University Science and Engineering,2021,38(2):214-220.[doi:10.3724/SP.J.1249.2021.02214]
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带投资和障碍分红的破产时刻Laplace变换()
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《深圳大学学报理工版》[ISSN:1000-2618/CN:44-1401/N]

卷:
第38卷
期数:
2021年第2期
页码:
214-220
栏目:
数学与应用数学
出版日期:
2021-03-12

文章信息/Info

Title:
The Laplace transform of ruin time with investment and barrier dividend
文章编号:
202102015
作者:
孙宗岐1杨鹏2
1) 西京学院医学院,陕西西安 710123
2) 西京学院理学院,陕西西安 710123
Author(s):
SUN Zongqi1 and YANG Peng2
1) Medical College, Xijing University, Xi’an 710123, Shaanxi Province, P.R.China
2) College of Science, Xijing University, Xi’an 710123, Shaanxi Province, P.R.China
关键词:
运筹学对策论复合Poisson-Geometric过程风险投资障碍分红Gerber-Shiu函数破产时刻Laplace变换
Keywords:
operations research game theory compound Poisson-Geometric process venture capital investment barrier dividend Gerber-Shiu function Laplace transform of ruin time
分类号:
O211.63
DOI:
10.3724/SP.J.1249.2021.02214
文献标志码:
A
摘要:
考虑复合Poisson-Geometric风险下带有投资和障碍分红的Gerber-Shiu函数问题,运用全期望公式得到复合Poisson-Geometric风险下带投资和障碍分红的Gerber-Shiu函数所满足的微分-积分方程.在指数分布假设下,得到带投资和障碍分红的保险公司破产时刻Laplace变换的显式解.
Abstract:
In order to study the Gerber-Shiu function for a compound Poisson-Geometric risk model with investment and barrier dividend, we obtain the differential-integral equation of the Gerber-Shiu function by using the method of total expectation formula. Under the assumption of exponential distribution, the explicit solution of the Laplace transform of ruin time of insurance company with investment and barrier dividend is given.

参考文献/References:

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备注/Memo

备注/Memo:
Received:2020-01-04;Accepted:2020-03-02
Foundation:National Natural Science Foundation of China (71371152); Natural Science Foundation of Education Department of Shaanxi Province (2016JK2150 )
Corresponding author:Associate professor SUN Zongqi. E-mail: szqi200679@sina.com
Citation:SUN Zongqi, YANG Peng. The Laplace transform of ruin time with investment and barrier dividend[J]. Journal of Shenzhen University Science and Engineering, 2021, 38(2): 214-220.(in Chinese)
基金项目:国家自然科学基金资助项目(71371152);陕西省教育厅自然科学专项基金资助项目 (2016JK2150)
作者简介:孙宗岐(1979—),西京学院副教授.研究方向:随机分析与运筹. E-mail: szqi200679@sina.com
引文:孙宗岐,杨鹏. 带投资和障碍分红的破产时刻Laplace变换[J]. 深圳大学学报理工版,2021,38(2):214-220.
更新日期/Last Update: 2021-03-30