具有常数红利界限的带干扰Erlang(2)风险模型的Gerber-Shiu折扣罚金函数

摘要

Using Taylor expansion, integro-differential equations with certain boundary conditions for the exected Gerber-Shiu discounted penalty functions for the diffusion perturbed Erlang (2) risk model with a constan dividend barrier were derived.%利用Taylor展式导出具有常数红利界限的带干扰Erlallg(2)风险模型的Gerber-Shiu折扣罚金函数满足的积分-微分方程和其边界条件.