| Some Results behind Dividend Problems |
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| 作者姓名： | Ming Zhou Li Wei Jun-yi Guo |
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| 作者单位： | [1]School of Mathematical Science, Nankai University, Tianjin 300071, China [2]School of Finance, Renmin University of China, Beijing 100872, China |
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| 基金项目： | Supported by the National Natural Science Foundation of China （No. 70501028, No. 10571092）. |
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| 摘 要： | We consider the basic dividend problem of the compound Poisson model with constant barrierstrategy.Some results concealed behind the dividend problem are made explicit in the present work.Differentmethods and some of which are firstly given in this paper.All these results presented certain direct relationshipbetween some important actuary variables in classical risk theory is also revealed.
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| 关 键 词： | 混合Poisson进程 折扣年息支付 积分-差分方程 度量变化 移动算子 |
| 收稿时间： | 2005-10-28 |
| 修稿时间： | 2005-10-282006-01-20 |
Some Results behind Dividend Problems |
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| Ming Zhou Li Wei Jun-yi Guo.Some Results behind Dividend Problems[J].Acta Mathematicae Applicatae Sinica,2006,22(4):681-686. |
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| Authors: | Ming Zhou Li Wei Jun-yi Guo |
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| Institution: | (1) School of Mathematical Science, Nankai University, Tianjin, 300071, China;(2) School of Finance, Renmin University of China, Beijing, 100872, China |
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| Abstract: | We consider the basic dividend problem of the compound Poisson model with constant barrier strategy. Some results concealed behind the dividend problem are made explicit in the present work. Different methods and some of which are firstly given in this paper. All these results presented certain direct relationship between some important actuary variables in classical risk theory is also revealed. |
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| Keywords: | Compound Poisson process discount dividend payments integro-differential equation change of measure shift operator |
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