%0 Journal Article
%T THE GERBER-SHIU PENALTY FUNCTION FOR THE COMPOUND BINOMIAL MODEL WITH GENERAL PREMIUM RATE<br>正整数保费率的复合二项模型的Gerber-Shiu罚金函数
%A TAN Jiyang
%A YANG Xiangqun
%A <br>谭激扬
%A 杨向群
%J 系统科学与数学
%D 2010
%I 
%X This paper is concerned with the compound binomial model with general premium rate. The linear equations satisfied by the values of the Gerber-Shiu penalty function is given, and an upper bound and a lower bound of the penalty function are obtained.
%K Compound binomial model
%K Gerber-Shiu penalty function
%K upper/lower bound<br>复合二项模型
%K Gerber-Shiu
%K 期望贴现罚金函数
%K 上下界.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=7FF44D92E5CA2EA8104CDDDC6B8BF9DD&yid=140ECF96957D60B2&vid=340AC2BF8E7AB4FD&iid=5D311CA918CA9A03&sid=47D3259DD85FC8F7&eid=CEBE8025959B35C7&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=9