摘要
We consider a perturbed compound Poisson risk model with randomized dividend-decision times. Different from the classical barrier dividend strategy, the insurance company makes decision on whether or not paying off dividends at some discrete time points （called dividend-decision times）. Assume that at each dividend-decision time, if the surplus is larger than a barrier b 〉 O, the excess value will be paid off as dividends. Under such a dividend strategy, we study how to compute the moments of the total discounted dividend payments paid off before ruin.
We consider a perturbed compound Poisson risk model with randomized dividend-decision times. Different from the classical barrier dividend strategy, the insurance company makes decision on whether or not paying off dividends at some discrete time points （called dividend-decision times）. Assume that at each dividend-decision time, if the surplus is larger than a barrier b 〉 O, the excess value will be paid off as dividends. Under such a dividend strategy, we study how to compute the moments of the total discounted dividend payments paid off before ruin.
基金
Acknowledgements The author would like to thank the anonymous referees for valuable suggestions which significantly improved the paper. This work was supported by the National Natural Science Foundation of China （Grant No. 11471058）, the Natural Science Foundation Project of CQ CSTC of China （Grant No. cste2014jcyjA00007）, the MOE （Ministry of Education in China） Project of Humanities and Social Sciences （Grant No. 16YJC910005）, and the Fundamental Research Funds for the Central Universities （Grant No. 106112015CD- JXY100006）.
