| 摘要: |
| 在阈值分红策略下研究了带扰动的广义Erlang（n）对偶风险模型，在这个模型中得出了公司直到破产时刻为止的累积红利期望现值函数所满足的两个积分-微分方程，并求出了这种情况下的广义Lundberg基本方程，同时当模型中的利润额服从泊松分布的时候，得出方程的一般解。 |
| 关键词: 广义Erlang（n）分布 对偶风险模型 阈值分红策略 积分-微分方程 |
| DOI： |
| 分类号: |
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| A Generalized Erlang(n) Dual Risk Model of Threshold Policy With Perturbation |
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ZHOU Jin le, WANG Chuan yu
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| Abstract: |
| A generalized Erlang(n) dual risk model with perturbation under a threshold dividend policy is researched. This paper derives a set of two integro differential equations satisfied by the expected total discounted dividends until bankruptcy and finds the basic equations of generalized Lundberg in this case. When profit follows Poisson’s distribution, the solution to this equation is obtained. |
| Key words: generalized Erlang(n) distribution a dual risk model threshold dividend policy integro differential equations |
