| 关于红利-惩罚等式的相关结果 |
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| 引用本文： | 刘娟.关于红利-惩罚等式的相关结果[J].数学杂志,2014,34(1):100-104. |
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| 作者姓名： | 刘娟 |
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| 作者单位： | 广东财经大学数学与统计学院 |
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| 基金项目： | Supported by National Natural Science Foundation of China(10971157) |
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| 摘 要： | 本文研究了在一类马氏相关更新风险模型中的红利-惩罚等式的问题.推导了在常数红利边界下,折扣惩罚函数满足的方程,利用解微分-积分方程的方法,更简洁的推出了红利-惩罚等式相关的结果,推广了文献1]的结论.
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| 关 键 词： | 红利派发 红利-惩罚等式 折扣惩罚函数 微分-积分方程 |
| 收稿时间： | 2012/1/12 0:00:00 |
| 修稿时间： | 2012/6/20 0:00:00 |
SOME RESULTS ABOUT THE DIVIDEND-PENALTY IDENTITY |
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| LIU Juan.SOME RESULTS ABOUT THE DIVIDEND-PENALTY IDENTITY[J].Journal of Mathematics,2014,34(1):100-104. |
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| Authors: | LIU Juan |
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| Institution: | LIU Juan;School of Mathematics and Statistics,Guangdong University of Finance & Economics; |
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| Abstract: | In this paper, a Markov renewal risk model with a constant dividend barrier is considered, the matrix form of systems of integro-differential equations is presented and the analytical solutions to these systems are derived. By the general solution of the integro-differential equation, the dividend-penalty identity is obtained, which generalizes the results of the ref. 1]. |
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| Keywords: | dividend payments dividend-penalty identity integro-differential equations |
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