基于更新论证法考虑负索赔的一类与时间相关的风险模型的罚金折现期望函数     

聂高琴  刘次华  徐立霞 《上海大学学报(英文版)》2007,11(6):536-540

In this paper,the expected discounted penalty function is considered in the risk process with the time-correlated claims,that is,every main claim can cause a by-claim but the occurrence of the by-claim may be delayed.By the renewal argument,it is shown that the expected value satisfies a system of integro-differential equations.Moreover,the explicit expression for the Laplace transform of the expected value is derived by means of Rouchés theorem.A numerical example is  相似文献