Integro-Differential Equations for a Discounted Penalty Function at Ruin in the Dynamic Process

摘要：

A new Erlang risk dynamic process modified by the inclusion of interest on the surplus is proposed. Moreover, a integro-differential equation for the Gerber-Shiu discounted penalty function is derived.

作者: Maojun Zhang Zunquan Xia

作者单位: Department of Applied Mathematics Dalian University of Technology Dalian, Liaoning 116024, P. R. China

会议类型: 国际会议

会议名称: 第三届国际脉冲动力系统及应用学术会议

会议地点: 青岛

会议语种:英文

在线出版日期: 2006-07-21（万方平台首次上网日期，不代表论文的发表时间）