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| 观察时间服从Erlang(n)分布的对偶模型红利支付 | |
| 引用本文： | 刘艳,戚虎,戚攀攀. 观察时间服从Erlang(n)分布的对偶模型红利支付[J]. 数学杂志, 2017, 37(6): 1189-1200 |
| 作者姓名： | 刘艳 戚虎 戚攀攀 |
| 作者单位： | 武汉大学数学与统计学院, 湖北 武汉 430072,武汉大学数学与统计学院, 湖北 武汉 430072,郑州大学数学与统计学院, 河南 郑州 450001 |
| 摘 要： | 本文研究了观察时间服从Erlang（n）分布的对偶模型红利支付问题.在收益额的拉普拉斯变换是有理拉普拉斯变换的情况下，获得了破产之前总贴现红利V（u；b）的求解方法.该结果推广了文献[8]的相应结论. |
| 关 键 词： | 对偶模型 观察时间 拉普拉斯变换 贴现红利 |
| 收稿时间： | 2015-07-25 |
| 修稿时间： | 2015-11-18 |
DIVIDEND PAYMENTS IN THE DUAL MODEL WITH ERLANG(N) DISTRIBUTED OBSERVATION TIMES |
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| LIU Yan,QI Hu and QI Pan-pan. DIVIDEND PAYMENTS IN THE DUAL MODEL WITH ERLANG(N) DISTRIBUTED OBSERVATION TIMES[J]. Journal of Mathematics, 2017, 37(6): 1189-1200 | |
| Authors: | LIU Yan QI Hu QI Pan-pan |
| Affiliation: | School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China,School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China and School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001, China |
| Abstract: | In this paper, we consider the dividend payments in the dual model with Erlang(n) distributed observation times. We derive and solve the integral equations satisfied by the expected discounted dividends until ruin when the Laplace transform of a general gain distribution follows the rational case, which extends some corresponding results in[8]. |
| Keywords: | dual model observation times Laplace transform discounted dividends |
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