关于带流动资本的风险过程模型的研究

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19、standliquidreserves,andthecompoundPoissonriskmodelwithdoubleliquidreserves.InthecompoundPoissonriskmodelwithdebitinterestandliquidre-serves,weassumethatthecompanycanborrowasumofmoneywhichequalthedecitwhenthesurplusfallbelowzerowhileandbeginreturningthedebitcon-tinuou

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2.Theexpecteddiscountedpenalty(Gerber-Shiu)function,whichisaveryimportantfunctionininsurancemathematics,containsthe

22、surplusbeforeruin,thedecitatruin,the