| ASYMPTOTIC THEORY FOR A RISK PROCESS WITH A HIGH DIVIDEND BARRIER |
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| 引用本文： | Zong Zhaojun Hu Feng. ASYMPTOTIC THEORY FOR A RISK PROCESS WITH A HIGH DIVIDEND BARRIER[J]. 高校应用数学学报(英文版), 2007, 22(3): 253-258. DOI: 10.1007/s11766-007-0301-7 |
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| 作者姓名： | Zong Zhaojun Hu Feng |
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| 作者单位： | Dept. of Math., Qufu Normal Univ., Qufu 273165,China |
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| 摘 要： | A modified classical model with a dividend barrier is considered. It is shown that there is a simple approximation formula for the time of ruin when the level of dividend barrier is high and the claim sizes have a distribution that belongs to S（γ） with γ 〉0.
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| 关 键 词： | 渐近理论 破产时间 股息 经济数学模型 |
| 文章编号： | 10.1007/s11766-007-0301-7 |
| 修稿时间： | 2005-03-31 |
Asymptotic theory for a risk process with a high dividend barrier |
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| Zong Zhaojun,Hu Feng. Asymptotic theory for a risk process with a high dividend barrier[J]. Applied Mathematics A Journal of Chinese Universities, 2007, 22(3): 253-258. DOI: 10.1007/s11766-007-0301-7 |
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| Authors: | Zong Zhaojun Hu Feng |
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| Affiliation: | (1) Dept. of Math., Qufu Normal Univ., Qufu, 273165, China |
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| Abstract: | A modified classical model with a dividend barrier is considered. It is shown that there is a simple approximation formula for the time of ruin when the level of dividend barrier is high and the claim sizes have a distribution that belongs to S(γ) with γ＞ 0. |
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| Keywords: | asymptotic theory time of ruin dividend barrier. |
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