本文研究了保费收入过程是泊松过程和聚合理赔过程中理赔间隔时间和个别理赔额之间具有Boudreault et al.(2006)中所描述的相依结构的一类更新风险模型.运用生成函数、离散形式的Dickson-Hipp算子和反Z变换等一系列方法,推导出了该模型...本文研究了保费收入过程是泊松过程和聚合理赔过程中理赔间隔时间和个别理赔额之间具有Boudreault et al.(2006)中所描述的相依结构的一类更新风险模型.运用生成函数、离散形式的Dickson-Hipp算子和反Z变换等一系列方法,推导出了该模型的Gerber-Shiu函数的生成函数的精确表达式,以及它所满足的瑕疵更新方程.展开更多
基金National Social Science Foundation of China (07CTJ001)National NaturalScience Foundation of China (10701021)+1 种基金Philosophy and Social Science Planning Project of Zhejiang Province of China (06CGYJ21YQB)Major Project of Zhejiang University of Finance and Economics (2008YJZ06).
文摘本文研究了保费收入过程是泊松过程和聚合理赔过程中理赔间隔时间和个别理赔额之间具有Boudreault et al.(2006)中所描述的相依结构的一类更新风险模型.运用生成函数、离散形式的Dickson-Hipp算子和反Z变换等一系列方法,推导出了该模型的Gerber-Shiu函数的生成函数的精确表达式,以及它所满足的瑕疵更新方程.
基金supported by the National Natural Science Foundation of China(Grant No.11461008)Youth Science Fund of Guangxi Normal University(The study of ruin problems based on dependent risk models)
基金supported by the National Natural Science Foundation of China(Grant Nos.1146100811761014)+4 种基金the Guangxi Natural Science foundation(Grant Nos.2016GXNSFBA3800352017GXNSFAA1982432018GXNSFAA281016)Open Foundation for Key Laboratories and Statistical Models in Universities of Guangxi(Grant No.2017GXKLMS002)the Youth science Foundation of Guangxi Normal University(The study of ruin problems based on dependent risk models)
