首先通过更新论证的方法得到罚金折现期望满足的积分-微分方程,然后推导拉普拉斯变换的表达式,并就索赔额服从指数分布的情形得到了罚金折现期望的精确表达式。
At first, we get the integro-differential equation satisfied by the expected discounted penalty function by using the method of renewal, and hence Laplace transform of it is derived.
首先通过更新论证的方法得到罚金折现期望满足的积分-微分方程,然后推导拉普拉斯变换的表达式,并就索赔额服从指数分布的情形得到了罚金折现期望的精确表达式。
At first, we get the integro-differential equation satisfied by the expected discounted penalty function by using the method of renewal, and hence Laplace transform of it is derived.
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