摘要
考虑带常利率古典风险模型下的边界分红问题,给出了期望折现分红函数满足的积分-微分方程,并利用killing过程的观点给出了进一步的解释.
The barrier strategy for the classical risk process with constant interest force is considered. The Integro-differential equation which is satisfied by the expectation of aggregate discounted dividends is given, a further explanation in the point view of killing process is involved.
出处
《曲阜师范大学学报（自然科学版）》
CAS
2008年第2期27-29,共3页
Journal of Qufu Normal University(Natural Science)
关键词
常利率古典风险模型
边界分红
期望折现分红
classical risk process with constant interest force
barrier strategy
expectation of aggre-gate discounted dividends
