Journal of Jianghan University(Natural Science Edition) ›› 2012, Vol. 40 ›› Issue (1): 17-19.

• Orignal Article • Previous Articles     Next Articles

The Expected Value of Discounted Penalty at Ruin Time forErlang单位 2) Risk Model Under Constant Interest Rate

YU Guo－sheng   

  1. School of Mathematics and Computer Sciences,Jianghan University,Wuhan 430056,Hubei,China
  • Received:2011-08-29 Online:2012-02-20 Published:2013-11-07

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Abstract: In this paper, we consider the Erlang单位 2) risk model under constant interest rate, in which a two－order differential equation is obtained. And some results in the classical risk theory are discussed in detail.

Key words: constant interest rate, Erlang单位 2) risk model, expected value

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