| 常数红利边界下的一类马氏风险模型 |
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| 引用本文： | 刘娟,徐建成,胡宏昌.常数红利边界下的一类马氏风险模型[J].数学杂志,2011,31(3). |
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| 作者姓名： | 刘娟 徐建成 胡宏昌 |
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| 作者单位： | 湖北师范学院数学与统计学院,湖北黄石,435002 |
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| 基金项目： | Supported in part by Hubei Normal University Post-Graduate Foundation(2010C16;2010C17); the Science and Technology foundation of Hubei(D20092207) |
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| 摘 要： | 本文研究了常数红利边界下一类马氏风险模型的红利派发矩,破产前所有红利的分布等相关问题.利用更新方法,给出了该模型破产前红利折现的期望满足的微分-积分方程,得到破产前所有红利的分布.通过构造特殊的初始条件,得到了相关的方程组解,推广了文献3]的结果.
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| 关 键 词： | 马氏风险模型 红利 微分-积分方程 |
A MARKOV RISK MODEL WITH A CONSTANT DIVIDEND BARRIER |
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| LIU Juan,XU Jian-cheng,HU Hong-chang.A MARKOV RISK MODEL WITH A CONSTANT DIVIDEND BARRIER[J].Journal of Mathematics,2011,31(3). |
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| Authors: | LIU Juan XU Jian-cheng HU Hong-chang |
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| Institution: | LIU Juan,XU Jian-cheng,HU Hong-chang(School of Mathematics and Statistics,Hubei Normal University,Huangshi 435002,China) |
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| Abstract: | In this paper, a Markov risk model with a constant dividend barrier is considered. A system of integro-differential equations satisfied by the expected present value of the total dividends until ruin is derived and solved. Some dividend related problems are also obtained. |
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| Keywords: | Markov risk model dividend payments integro-differential equations |
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