| 阈值分红策略下带常利率的对偶风险模型 |
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| 引用本文： | 何庆国,何传江.阈值分红策略下带常利率的对偶风险模型[J].经济数学,2012,29(4):67-70. |
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| 作者姓名： | 何庆国 何传江 |
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| 作者单位： | 重庆大学数学与统计学院,重庆,401331 |
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| 基金项目： | 重庆市科委自然科学基金计划资助项目 |
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| 摘 要： | 研究了常利率下基于对偶复合泊松模型带阈值的分红策略,给出了公司在破产时累积红利期望现值函数的两个积分-微分方程,分情况讨论了收益服从指数分布时的显示表达式,以及服从一般分布时的拉普拉斯变换表达式.
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| 关 键 词： | 对偶模型 常利率 阈值分红 Laplace变换 |
Dividend Payments with Constant Interest and A Threshold Strategy in the Dual Model |
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| HE Qing-guo,HE Chuan-jiang.Dividend Payments with Constant Interest and A Threshold Strategy in the Dual Model[J].Mathematics in Economics,2012,29(4):67-70. |
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| Authors: | HE Qing-guo HE Chuan-jiang |
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| Institution: | (School of Mathematics and Statistic,Chongqing University,Chongqing 401331,China) |
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| Abstract: | This paper considers the dividend payments with constant interest and a threshold strategy in the dual model. Two integro-differential equations for the expected discounted dividends until ruin are derived and solved when the individual profit size distribution is exponential. Finally, the equations are discussed in the case of a general profit distribution by the use of Laplace transforms. |
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| Keywords: | dual model constant interest threshold dividend Laplace transforms |
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