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Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin 被引量:1
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作者 DONG Hua ZHAO Xiang-hua 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2020年第3期349-358,共10页
The spectrally negative Lévy risk model with random observation times is considered in this paper,in which both dividends and capital injections are made at some independent Poisson observation times.Under the ab... The spectrally negative Lévy risk model with random observation times is considered in this paper,in which both dividends and capital injections are made at some independent Poisson observation times.Under the absolute ruin,the expected discounted dividends and the expected discounted capital injections are discussed.We also study the joint Laplace transforms including the absolute ruin time and the total dividends or the total capital injections.All the results are expressed in scale functions. 展开更多
关键词 Spectrally negative Lévy risk model Randomized observation Barrier dividend Capital injection Absolute ruin
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