带双界限的马氏风险模型红利折现的矩

The discounted dividends moments in markov risk model with double-threshold

主要研究了一类马氏环境下双界限分红模型.不仅考虑了随机环境对保险公司的影响,而且考虑了保险公司为吸引新的顾客,采用分红策略.首先针对破产前红利折现的期望与红利折现的高阶矩得出它们分别满足的积分一微分方程组及其边界条件.其次采用Laplace-变换的方法,得到了此积分-微分方程组的解.

The discounted dividends was considered in Markov risk model with Double -threshold. The stochastic environment would influence the insurance company, the insurance company would use dividend strategy for attracting new customers. The integro - differential equations were obtained that about the moments of the discounted dividends and the boundary conditions prior to ruin. At the same time, the explicit solutions of equations were gotten by using the method of Laplace -transform.