混合观测体系下谱正Lévy风险模型的分红问题

The dividend problem under a hybrid observation scheme for a spectrally positive Lévy process

在谱正Lévy风险模型下讨论基于混合观测体系(hybrid observation scheme)的分红问题.通过拉普拉斯变换法给出了破产时间和总的分红量的联合拉普拉斯变换,避免了对谱正Lévy过程的有界变差路径和无界变差路径分别进行讨论.

In this paper,the barrier dividend problem under a hybrid observation scheme for a spectrally positive Lévy process and the joint Laplace transform of the time to ruin and the total dividends until ruin time are discussed.Based on Laplace transform method,the proof of our results avoid any discussion on the bounded or unbounded variation paths of the surplus process.