最优分红问题的研究综述

A Survey of Results on Optimal Dividend Problem

最优分红问题是金融保险领域中受到广泛关注的问题之一,本文研究总结了最优分红问题中的经典贡献和进展。讨论了研究中使用的数学方法和在不同模型下遇到的困难。最后,给出了这一领域中的待解问题。

The optimal dividend problem is one of the most concerned problems in the field of finance and insurance. This paper studies and summarizes the classical contributions and progress in the optimal dividend problem. The mathematical methods used in the research and the difficulties encountered in different models are discussed. Finally, the unsolved problems in this field are put forward.