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| 摘要: |
| 研究了随机收入的更新风险模型的对偶情况;在这个对偶模型中,到t时刻积累的理赔额服从possion分布,并且盈利次数服从Erlang(2)分布;盈利额度服从几何分布.最后求解了当初始资金为0时的破产概率. |
| 关键词: 罚金折现函数 生成函数 破产时间 |
| DOI： |
| 分类号: |
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| On a Dual Risk Model with Random Income |
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PENG Zhi-guang
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| Abstract: |
| In this paper,we consider the dual version of renewal risk model with random income.In this dual model,the cumulative claims amount up to t follow a Possion process.The number of times of profit follows Erlang(2) distribution and earnings limit follows geometric distribution.Finally,we compute the ruin probability when the initial capital is zero. |
| Key words: discounted penalty function generating function the time to ruin |
