| 具有常量红利界的带干扰项的风险模型及最优红利界 |
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| 引用本文： | 张学良,秦伶俐.具有常量红利界的带干扰项的风险模型及最优红利界[J].数学的实践与认识,2010,40(17). |
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| 作者姓名： | 张学良 秦伶俐 |
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| 作者单位： | 新疆医科大学医学工程技术学院;新疆财经大学应用数学学院; |
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| 摘 要： | 对于保险公司来说,如何确定其红利策略,使得投保人利益最大化是一个需要研究的课题.研究了具有常量红利界的带干扰项的经典风险模型下,索赔量为混合指数分布情形时的最优红利界的计算方法.
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| 关 键 词： | 最优红利界 风险模型 干扰项 常量红利界 |
The Risk Model of Perturbed Process with Constant Dividend Barrier and It's Optimal Dividend Barrier |
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| ZHANG Xue-liang,QIN Ling-li.The Risk Model of Perturbed Process with Constant Dividend Barrier and It's Optimal Dividend Barrier[J].Mathematics in Practice and Theory,2010,40(17). |
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| Authors: | ZHANG Xue-liang QIN Ling-li |
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| Institution: | ZHANG Xue-liang~1,QIN Ling-li~2 (1.Department of Medical Engineering and Technology,Xinjiang Medical Uniersity,Urumqi Xinjiang 830011,China) (2.Department of Applied Mathematics,Xinjiang University of Finance and Economics,Urumqi Xinjiang 830012,China) |
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| Abstract: | For an insurance company,it is worthy of investigation that how to determine the dividend policy to maximize the benefits of policyholders.The present work investigates,in the model of classical risk process perturbed by diffusion with constant dividend barrier,the methods to determine the optimal dividend barrier when the individual claim amounts obey a mixture of exponential distribution. |
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| Keywords: | optimal dividend barrier risk model perturbation term constant dividend barrier |
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