Analysis of the Roots of Lundberg”s Fundamental Equation

摘要：

　　In the study of the Sparre Andersen risk model with phase-type inter-claim times, the roots in the right half of the complex plane and the linear independence of the eigenvectors related to the Lundberg”s matrix play important roles.In this paper, we show that, for the phase-type(2) inter-claim times, the roots with positive real parts of the Lundberg”s fundamental equation are distinct and the corresponding eigenvectors are linearly independent.

关键词： Roots in the right half of the complex plane Eigenvectors Phase-type

作者: Ji Lanpeng Zhang Chunsheng

作者单位: School of Mathematics and LPMC,Nankai University,Tianjin 300071

会议类型: 国内会议

会议名称: 中国数学力学物理学高新技术交叉研究学会第十三届学术年会

会议地点: 敦煌

会议语种:英文

页码: 718-722

在线出版日期: 2010-08-01（万方平台首次上网日期，不代表论文的发表时间）