Integro-differential equations for a discounted penalty function at ruin in the dynamic process

被引：0

作者：

Zhang, Maojun ^{[1
]}

Xia, Zunquan ^{[1
]}

机构：

[1] Dalian Univ Technol, Dept Math Appl, Dalian 116024, Liaoning, Peoples R China

来源：

DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS | 2006年 / 13卷

关键词：

ERLANG(2) RISK PROCESSES; PROBABILITIES; TIME;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new Erlang risk dynamic process modified by the inclusion of interest, on the surplus is proposed. Moreover, a integro-differential equation for the Gerber-Shiu discounted penalty function is derived.

引用

页码：1143 / 1146

页数：4

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