By the strong Markov property of the surplus process, we derive the expected discounted penalty function.
利用盈余过程的强马尔可夫性,得到了期望折现罚金函数。
This paper studies the expected discounted penalty function associated with the time of ruin for a risk model with stochastic premium.
同时,对于本罪中罚金刑的适用及与相关犯罪的区别也应予以充分重视。
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。
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