江汉大学学报(自然科学版) ›› 2012, Vol. 40 ›› Issue (5): 11-15.

• 数学 • 上一篇    下一篇

鱼腥草和银杏叶清除亚硝酸钠的剂量效应关系关于Erlang(2)风险模型的若干结论

高萍   

  1. 华侨大学厦门工学院,福建厦门361021
  • 收稿日期:2011-09-08 出版日期:2012-10-20 发布日期:2013-11-07
  • 作者简介:高萍(1983—),女,助教,硕士,研究方向:概率论与数理统计

Several Conclusions about the Erlang(2) Risk Model

GAO Ping   

  1. Xiamen Institute of Technology,Huaqiao University,Xiamen 361021,Fujian,China
  • Received:2011-09-08 Online:2012-10-20 Published:2013-11-07

摘要: 考虑一类具有常数红利界限的带干扰Erlang(2)风险模型,探讨了该模型下的函数M(x,y;b)满足的积分-微分方程及其边界条件以及M(x,y;b)的积分方程,并通过该积分方程得到了函数M(x,y;b)连续可微的条件。

关键词: Erlang(2)风险模型, 干扰, 红利界限, 积分-微分方程, 边界条件

Abstract: Consideres a diffusion perturbed Erlang(2) risk model with a constant dividend barrier, discusses the integro-differential equation with certain boundary conditions for M(x,y;b), the integral equation for M(x,y;b), obtaines the conditions under which M(x,y;b) is continuously differentiable through the integral equation.

Key words: Erlang(2) risk model, diffusion, dividend barrier, integro-differential equation, boundary condition

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