新疆大学数学与系统科学学院
纸质出版:2016
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[1]贺婷,李智明,吴黎军.基于常利率投资和线性阈值分红策略下的绝对破产模型(英文)[J].新疆大学学报(自然科学版),2016,33(02):127-133+253.
[1]贺婷,李智明,吴黎军.基于常利率投资和线性阈值分红策略下的绝对破产模型(英文)[J].新疆大学学报(自然科学版),2016,33(02):127-133+253. DOI: 10.13568/j.cnki.651094.2016.02.001.
DOI:10.13568/j.cnki.651094.2016.02.001.
研究了常利率投资和线性阈值分红策略下的绝对破产模型
利用全概率公式、Taylor展式求解绝对破产前累计分红现值的矩母函数和n阶矩函数的更新方程
得到Gerber-Shiu期望折现罚金函数的偏微分方程表达式.
The paper mainly analyzes the absolute ruin risk model with constant interest investment and a linear threshold dividend strategy.By formula of full probability and Taylor expansion
renewal equations of moment-generating function and nth moment with present value of total dividends until absolution ruin are obtained.Further
partial integrodifferential equations of Gerber-Shiu function are given.
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