摘要
考虑一类带随机收入的离散时间风险模型.通过常数分红边界的引入,考虑分红总量的期望折现以及该分红总量的期望效用.
Consider a class of discrete time risk model with random income. By the introduction of the constant dividend barrier, the expected dividend payment and the expected utility are considered.
出处
《经济数学》
2008年第3期221-223,共3页
Journal of Quantitative Economics
基金
国家自然科学基金资助项目(No.10371133)
关键词
离散模型
常数壁分红
期望折现
效用函数
Discrete time risk model,constant dividend barrier,expected discotmted value, utility function.
