带多阈值的两类索赔风险模型中的期望折现罚函数

江五元, 杨招军

The Expected Discounted Penalty Function for a Risk Model with Two Classes of Claims under Multiple Thresholds

JIANG Wuyuan, YANG Zhaojun

应用数学学报 . 2013, (5): 821 -830 . DOI: 10.12387/C2013074