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| 2011年第27卷第3期摘要 | |
| 摘 要： | A Note on Moments of Dividends—Hansj(o|¨)rg Albrecher,Hans U.Gerber We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative Levy risk model that was obtained in Renaud and Zhou(2007, [4])and in Kyprianou and Palmowski(2007,[3])and extend the result to stationary Markov processes that are skip-free upwards. |
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ACTA MATHEMATICAE APPLICATAE SINICA(English Series) |
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