We derive some results on the dividend payments prior to ruin in the classical surplus process with interest.An integro-differential equation with a boundary conditions satisfied by the expected present value of divid...We derive some results on the dividend payments prior to ruin in the classical surplus process with interest.An integro-differential equation with a boundary conditions satisfied by the expected present value of dividend payments is derived and solved.Furthermore,we derive an integro-differential equation for the moment generating function,through which we analyze the higher moment of the present value of dividend payments.Finally,closed-form expressions for exponential claims are given.展开更多
文摘We derive some results on the dividend payments prior to ruin in the classical surplus process with interest.An integro-differential equation with a boundary conditions satisfied by the expected present value of dividend payments is derived and solved.Furthermore,we derive an integro-differential equation for the moment generating function,through which we analyze the higher moment of the present value of dividend payments.Finally,closed-form expressions for exponential claims are given.
