The Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier

机译：具有恒定红利壁垒的Sparre Andersen风险模型的罚罚函数

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This paper constructs a Sparre Andersen risk model with a constant dividend barrier in which the claim inter-arrival distribution is a mixture of an exponential distribution and an Erlang(n) distribution.We derive the integro-differential equation satisfied by the Gerber-Shiu discounted penalty function of this risk model.

机译：本文构建了具有恒定股利壁垒的Sparre Andersen风险模型，其中索赔到达间隔是指数分布和Erlang（n）分布的混合体，我们得出了Gerber-Shiu折现满足的积分-微分方程。此风险模型的惩罚函数。

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来源
《2012 IEEE 5th International conference on management engineering amp; technology of statistics》|2012年|83-86|共4页
会议地点 Qingdao(CN)
作者
HUANG Yujuan; YU Wenguang;
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作者单位

Department of Mathematics and Physics Shandong Jiaotong University Jinan,China;

School of Insurance Shandong University of Finance and Economics Jinan,China;

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会议组织
原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
discounted penalty function; Erlang(n) risk process; Sparre Andersen risk model;

机译：折现罚金函数； Erlang（n）风险过程； Sparre Andersen风险模型;

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专利

1. The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier [J] . YujuanHuang, WenguangYu Mathematical Problems in Engineering: Theory, Methods and Applications . 2014,第1期

机译：具有恒定股息壁垒的Sparre Andersen风险模型的Gerber-Shiu折现罚函数
2. The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier [J] . YujuanHuang, WenguangYu Mathematical Problems in Engineering: Theory, Methods and Applications . 2014,第5期

机译：具有恒定股息壁垒的Sparre Andersen风险模型的Gerber-Shiu折现罚函数
3. Moments of Discounted Dividend Payments in the Sparre Andersen Model with a Constant Dividend Barrier [J] . Jiyang Tan, Lin Xiao, Shaoyue Liu, Applied Mathematics . 2011,第4期

机译：具有恒定股息壁垒的Sparre Andersen模型中的折现股息支付的时刻
4. The Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier [C] . HUANG Yujuan, YU Wenguang IEEE International conference on management engineering technology of statistics . 2012

机译：Sparre Andersen风险模型与持续股息障碍的折扣罚款
5. Analysis of a threshold strategy in a discrete-time Sparre Andersen model [D] . Mera, Ana Maria 2007

机译：离散时间Sparre Andersen模型中的阈值策略分析
6. Mapping Patient–Identified Barriers and Facilitators to Retention in HIV Care and Antiretroviral Therapy Adherence to Andersens Behavioral Model [O] . Carol W. Holtzman, Judy A. Shea, Karen Glanz, -1

机译：绘制患者识别的障碍和促进者以保留在HIV护理和抗逆转录病毒疗法中的依从性并遵循Andersen的行为模型
7. Moments of Discounted Dividend Payments in the Sparre Andersen Model with a Constant Dividend Barrier [O] . Shaoyue Liu, Lin Xiao, Jiyang Tan, 2011

机译：具有恒定股息壁垒的Sparre Andersen模型中的贴现股息支付的时刻

The Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier

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