赵培臣

• 1:菏泽学院数学与统计学院

摘要(Abstract)：

在离散时间的情况下,建立保险费的收取过程及索赔过程均是二项过程并含有随机分红的风险模型,根据分红值限a及初始值u的大小不同关系,分别得到了该风险模型的罚金折现期望函数所满足的递推关系式,根据罚金折现期望函数的特点,对其取不同的表达式,可以得到不同的关系式.

关键词(KeyWords)： 风险模型;罚金折现期望函数;破产概率

Abstract:

Keywords:

基金项目(Foundation):

作者(Author): 赵培臣

DOI: 10.16393/j.cnki.37-1436/z.2020.02.003

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