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OALib Journal期刊
ISSN: 2333-9721
费用：99美元
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常利力下双复合poisson风险过程的生存概率
, PP. 27-30
Keywords: 双复合泊松风险模型,跳扩散过程,生存概率,积分微分方程
Abstract:
本文考虑了常利力下双复合poisson风险过程,分别获得了生存概率和有限时间内生存概率的积分微分方程.当保费和索赔都服从指数分布时,得到了生存概率的微分方程.
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