| 带随机收入离散时间风险模型的常数壁分红效用问题 |
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| 引用本文： | 张炜,刘再明.带随机收入离散时间风险模型的常数壁分红效用问题[J].经济数学,2008,25(3). |
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| 作者姓名： | 张炜 刘再明 |
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| 作者单位： | 中南大学数学科学与计算技术学院,湖南长沙,410075 |
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| 基金项目： | 国家自然科学基金
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| 摘 要： | 考虑一类带随机收入的离散时间风险模型.通过常数分红边界的引入,考虑分红总量的期望折现以及该分红总量的期望效用.
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| 关 键 词： | 离散模型 常数壁分红 期望折现 效用函数 |
THE EXPECTED DIVIDEND PAYMENT FOR A DISCRETE TIME RISK MODEL WITH RANDOM INCOME MODIFIED BY A CONSTANT DIVIDEND BARRIER |
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| Zhang Wei,Liu Zaiming.THE EXPECTED DIVIDEND PAYMENT FOR A DISCRETE TIME RISK MODEL WITH RANDOM INCOME MODIFIED BY A CONSTANT DIVIDEND BARRIER[J].Mathematics in Economics,2008,25(3). |
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| Authors: | Zhang Wei Liu Zaiming |
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| Institution: | Zhang Wei,Liu Zaiming (School of Mathematical Science , Computing Techndogy,Central South University,Changsha 410075) |
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| Abstract: | Consider a class of discrete time risk model with random income.By the introduction of the constant dividend barrier,the expected dividend payment and the expected utility are considered. |
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| Keywords: | Discrete time risk model constant dividend barrier expected discounted value utility function |
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