【摘要】 考虑常数利率情形下的延迟更新风险过程.得到了该延迟更新风险模型下的Gerber-Shiu期望折现罚金函数的表达式,并得到了常数利率下的一种特殊的延迟更新风险模型的破产概率的显示表达式.更多还原

【Abstract】 We consider a delayed renewal risk model with constant interest. The main result is an expression of the Gerber-Shiu discounted penalty function in the delayed renewal risk model with constant interest in terms of the corresponding Gerber-Shiu function in the non-delayed renewal risk model with constant interest. Subsequently, we present the exact expressions for the ruin probability in a special case of the delayed renewal risk processes with constant interest.更多还原