| 阈值策略下二元对偶风险模型 |
| |
| 引用本文： | 周金乐,王传玉.阈值策略下二元对偶风险模型[J].盐城工学院学报(自然科学版),2014,27(4):13-17. |
| |
| 作者姓名： | 周金乐 王传玉 |
| |
| 作者单位： | 安徽工程大学数理学院,安徽芜湖,241000;安徽工程大学数理学院,安徽芜湖,241000 |
| |
| 摘 要： | 在阈值分红策略下研究了独立二元对偶风险模型，得出了公司直到破产时刻为止的累积红利期望现值函数所满足的两个积分一微分方程，求出了这种情况下的广义Lundberg基本方程，最后运用Laplace变换得出了微积分的解。
|
| 关 键 词： | 对偶风险模型 阈值分红策略 积分一微分方程 Laplace变换 |
A Binary Dual Risk Model Under the Threshold Strategy |
| |
| ZHOU Jinle and WANG Chuanyu.A Binary Dual Risk Model Under the Threshold Strategy[J].Journal of Yancheng Institute of Technology(Natural Science Edition),2014,27(4):13-17. |
| |
| Authors: | ZHOU Jinle and WANG Chuanyu |
| |
| Institution: | ZHOU Jinle;WANG Chuanyu;Coll.of Math.and Pht.,Anhui Polytechnic University; |
| |
| Abstract: | In this paper, we study the binary dual independent risk model under a threshold dividend strategy and derive a set of two integro - differential equations satisfied by the expected total discounted dividends until ruin and find the basic equations of the generalized Lundberg in this case. In the end we use the Laplace transform and obtain calculus. |
| |
| Keywords: | a dual risk model threshold strategy integro- differential equations Laplace transform |
| 本文献已被 CNKI 维普 等数据库收录！ |
| 点击此处可从《盐城工学院学报(自然科学版)》浏览原始摘要信息 |
| 点击此处可从《盐城工学院学报(自然科学版)》下载免费的PDF全文 |
