The Erlang (2) Risk Process Perturbed by Diffusion with Variable Premium Rate

摘要：

This paper mainly discusses the ruin problems for the perturbed Erlang (2) risk process with variable premium rate. The integro-differential equation and the renewal equation of the survival probability are derived.

关键词： erlang (2) risk process variable premium rate (markovian) jump process

作者: GAO Shan LIU Zaiming

作者单位: Department of Mathematics, Central South University, Changsha, Hunan, P.R.China, 410075 Department o Department of Mathematics, Central South University, Changsha, Hunan, P.R.China, 410075

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 503-507

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）