| 带息力和分红上界的风险模型红利折现期望 |
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| 引用本文： | 张冕.带息力和分红上界的风险模型红利折现期望[J].阜阳师范学院学报(自然科学版),2009,26(1):5-7. |
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| 作者姓名： | 张冕 |
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| 作者单位： | 阜阳师范学院,数学与计算科学学院,安徽,阜阳,236041 |
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| 基金项目： | 安徽省高校青年教师资助计划项目 |
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| 摘 要： | 在经典复合泊松模型的基础上，研究常利率下风险模型的红利期望现值函数所满足的积分-微分方程，通过积分变换，化为第二类Volterra方程，利用第二类Volterra方程解的表达式，得到红利期望现值函数的级数形式解．
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| 关 键 词： | 复合泊松过程 常利率 积分-微分方程 红利期望现值函数 |
The expectation of the discounted dividend payments for compound possion risk model with interest force |
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| ZHANG Mian.The expectation of the discounted dividend payments for compound possion risk model with interest force[J].Journal of Fuyang Teachers College:Natural Science,2009,26(1):5-7. |
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| Authors: | ZHANG Mian |
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| Institution: | ZHANG Mian (School of Mathematics and Computational Science, Fuyang Teachers College , Fuyang Anhui 236041, China) |
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| Abstract: | The classical compound Possion risk model with interest force is discussed and the integro-diffential equation for the expectation of the discounted dividend payments is studied in this paper.A solution is obtained to the integro-differertial equation which is in the form of an infinite series by means of integral transform. |
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| Keywords: | compound possion process interest force integro-differertial equation the expectation of the discounted dividend payments |
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