Where there is any interest that cannot be paid on time, compound interest shall be calculated at a penalty interest rate. 对不能按时支付的利息,按罚息利率计收复利。
Based on the classical compound Poisson risk model, we extend the constant threshold barrier to the linear dividend barrier. The Gerber-Shiu discounted penalty function and its integro-differential equations are studied. The solutions of the equations are derived by Laplace transform. 基于古典风险模型,将其常数阈红利边界推广为线性阈红利边界,研究了Gerber-Shiu罚金函数及其满足的微积分方程,利用Laplace变换求出了方程的解。