【摘要】 罚金函数是保险公司破产前瞬间盈余和破产时赤字的函数，前人在不变利率强度情况下，对罚金折现期望作了研究．本文则在利率强度带有Ｐｏｉｓｓｏｎ跳的情况下，对罚金折现期望作了更深入的研究，并推出罚金折现期望的更新方程，利用这个更新方程对经典风险理论中的一些结果作进一步的讨论。更多还原

【Abstract】 Penalty function is the function of the dificit at ruin and the surplus immediately before ruin, and the previous work mainly studied the expectation of discounted penalty in the case of constant force of interest. In this paper, we make a further study on the expectation of discounted penalty and obtain the renewal equation of the expectation of discounted penalty in the case of force of interest with Poisson jump. Some results in classical risk theory are also discussed by virtue of this equation.更多还原