Risk Model with Alternately Changing Interest Force

journal6 ›› 2007, Vol. 28 ›› Issue (4): 16-19.

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Risk Model with Alternately Changing Interest Force

(School of Mathematical Sciences and Computing Technology,Central Sourth University,Changsha 410075,China)

Online:2007-07-25 Published:2012-06-15

Abstract

Abstract: The authors consider the survival probability of risk model with alternately changing interest forces.Firstly,the integro-differential equations on survival probability are obtained.Then,the equations of Laplace transforms of survival probability are derived,and then how to solve the equations is discussed.At last,when the claims are exponentially distributed,the differential equations on survival probability is got.

Key words: interest, survival probability, integro-differential equation

XU Jun-Ke, LIU Zai-Ming. Risk Model with Alternately Changing Interest Force[J]. journal6, 2007, 28(4): 16-19.

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Risk Model with Alternately Changing Interest Force

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