Solution to the integral- differential of the compound Poisson risk model
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    Abstract:

    Ruin theory is the core of risk theory,the compound Poisson risk model is always the hotspot area to be studied in ruin theory.This paper presented the compound Poisson risk model with two dividend Thresholds strategy and constant interest force and obtained the general solution to the integral-differential equation of the Gerber-Shiu expected discounted penalty function on the basis of the author's former studying when δ=0.

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GUO Hong, GUAN Shu-ming, LI Bo. Solution to the integral- differential of the compound Poisson risk model[J].,2010,27(1):99-102

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History
  • Received:December 29,2009
  • Revised:
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  • Online: January 12,2015
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