【摘要】：考慮了索賠時間間隔和接下來的索賠額具有相依關(guān)系的對偶型,其相依關(guān)系由FGM copula描述.在其具有常分紅壁的前提下,推導(dǎo)出了G-S函數(shù)所滿足的積分微分方程,并給出了其滿足的更新方程.
[Abstract]:The dual relationship between the claim time interval and the subsequent claim amount is considered, which is described by FGM copula. On the premise that it has constant dividend wall, the Integro-differential equation satisfied by G 鈮，

本文編號：2500144