摘要
本文考虑了带两步保费率的经典复合Poisson风险模型.使用一种替代方法,找到了两个不相交时间间隔的联合占位时对应Laplace变换的显式表达式.其中,Laplace变换用Levy过程的尺度函数来表示.
In this paper,we consider the classical compound Poisson risk model with two-step premium rate.Using an alternative approach,we find the explicit expressions for the Laplace transforms of joint occupation times over disjoint intervals for this model.The Laplace transforms are expressed in terms of scale functions of Levy processes.
作者
张爱丽
刘章
ZHANG Aili;LIU Zhang(School of Statistics and M athematics,Nanjing A udit University,Nanjing,211815,China;School of Computer and Information Engineering,Jiangxi Agricultural University,Nanchang,330045,China)
出处
《应用概率统计》
CSCD
北大核心
2020年第3期261-276,共16页
Chinese Journal of Applied Probability and Statistics
基金
The project was supported by the Science and Technology Planning Project of Jiangxi Province(Grant No.GJJ180201).
