1) Gerber-Shiu discounted penalty function
Gerber-Shiu罚金折现函数
1.
Then,a nonhomogeneous integro-differential equation for the Gerber-Shiu discounted penalty function in this risk model was derived,and the solution to the Gerber-Shiu discounted penalty function was analyzed.
介绍了带有阈值分红的索赔额相依风险模型,给出了Gerber-Shiu罚金折现函数满足的非齐次积分微分方程及其解的分析,并给出了红利折现期望满足的齐次积分微分方程。
2) 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
3) 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。
4) Gerber-Shiu expectation discouted penalty function
Gerber-Shiu期望折现罚金函数
5) 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。
6) Gerber-Shiu penalty function
Gerber-Shiu罚金函数
1.
It gives the Gerber-Shiu penalty function and ruin probability.
讨论了一种特殊的延迟更新风险过程,给出了Gerber-Shiu罚金函数和破产概率的一种表达式,运用了Laplace变换及其反演来解决相关问题。
补充资料：罚金
| 罚金 fine 法院强制被判刑人在一定期限内向国家缴纳一定数量金钱的刑罚。中国《刑法》规定，罚金是一种附加刑，也可以独立适用，但不能与剥夺自由的刑罚相互代替。罚金是一种轻刑，主要适用于那些出于贪财动机而违法取利的犯罪，如走私、非法买卖金银、行贿受贿、赌博、收买赃物等，也适用于某些非出于贪利动机的犯罪，如故意毁坏公私财物、阻碍执行公务等。罚金的金额根据犯罪情节和犯罪分子的财产状况决定。罚金在判决指定的期限内一次或者分期缴纳，期满不缴纳的，强制其缴纳。如果由于遇到不能抗拒的灾祸缴纳确有困难的，可以酌情减免。罚金与罚款不同。罚金是刑事处罚，由法院根据刑事法规对犯罪人判处；罚款则是行政处分，由行政机关对违反行政法规尚不构成犯罪的违法行为人实行制裁。 |
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参考词条