1) Gerber-Shiu expected discounted penalty function
Gerber-Shiu期望折扣惩罚函数
2) Gerber-Shiu discounted penalty function
Gerber-Shiu罚金折现期望函数
1.
Gerber-Shiu discounted penalty function is studied and a solution is obtained to the iuntegro-differertial eqution which is in the form of an infinite series by means of integral transform.
在常利率环境下,研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型,推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程。
3) Gerber-Shiu expectation discouted penalty function
Gerber-Shiu期望折现罚金函数
4) Gerber-Shiu discount penalty function
Gerber-Shiu折现惩罚函数
1.
This paper considers the compound binomial risk model,studies the defec- tive renewal equation satisfied by the Gerber-Shiu discount penalty function,and obtains the asymptotic relationship of the the Gerber-Shiu discount penalty function basied on the renewal theory.
首先研究了二项风险模型下Gerber-Shiu折现惩罚函数所满足的瑕疵更新方程,然后根据离散更新方程理论研究了其渐近解,并得到了破产概率、破产即刻前赢余和破产时刻赤字的联合分布分布以及其边际分布等的渐近解,进一步完善了Pavlova K P和Willmot G E 2004年发表的相关问题的结果。
5) Gerber-Shiu discounted penalty function
Gerber-Shiu期望折现函数
6) Gerber-Shiu discounted penalty function
Gerber-Shiu折现罚金函数
1.
The Poisson risk model with constant interest rate under a threshold dividend strategy——Gerber-Shiu discounted penalty function;
按比例分红策略下具有常利率的泊松风险模型——Gerber-Shiu折现罚金函数
2.
The joint density function of three characteristics and the Gerber-Shiu discounted penalty function for the spectrally negative Levy process;
谱负Levy过程的三者联合密度函数与Gerber-Shiu折现罚金函数(英文)
3.
The Gerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan
可以贷款和投资的古典绝对破产模型的Gerber-Shiu折现罚金函数
补充资料：折扣债券
折扣债券；还本时付息债券 Discount Bond
定义：
指以低于面值(face value)的价格出售，而在到期时按票面价值还本的债券。其与售价的差额即为债券发行期间的全部利息。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。