|
| 摘要: |
| 本文研究了一类随机收入的扰动更新风险模型的破产问题. 运用拉普拉斯变换以及拉格朗日差值公式得到了Gerber-Shiu函数的拉普拉斯变换的渐近表达式, 推广了文献[4]中的结论. |
| 关键词: Gerber-Shiu折罚函数 拉普拉斯变换 随机收入 |
| DOI： |
| 分类号:O211.9 |
| 基金项目:Supported by Key Laboratory of High Performance Computing and Stochastic Information Processing |
|
| THE PERTURBED RENEWAL RISK MODEL WITH STOCHASTIC INCOME |
|
HU Yan,XIAO He-lu,YUE Sheng-jie,DENG Ying-chun
|
| Abstract: |
| In this paper, the ruin problems under stochastic income in the perturbed renewal risk model are considered. By using Laplace transform and Lagrange interpolation formula, the asymptotic results for Gerber-Shiu function are derived when the individual stochastic premium sizes are exponentially distributed, which generalize the results of [4]. |
| Key words: Gerber-Shiu discounted penalty function Laplace transform stochastic income |
