【摘要】 考虑到保险公司的实际运作中红利的发放率要比保费的收取率小,将一类新的红利政策引入Erlang(2)风险模型,利用更新论证,得到并求解了此模型下罚金折现期望函数所满足的微积分方程.最后通过数值例子,分析了红利界限与初始盈余对破产概率的影响.更多还原

【Abstract】 Considering the fact that the dividend firing rate is less than the premium rate in the operational of the insurance company,we introduced a new dividend policy to the Erlang(2)risk model.By the renewal argument,we derived and solved the integro-differential equation,which was satisfied by the expected discounted penalty funcion.Finally,we gave a numerical example to analyze the influence of the dividend barrier and the initial surplus on the ruin probability.更多还原