The Optimal Dividend Barrier in the Perturbed Compound Poisson Risk Model with Randomized Observatio

来源 :Journal of Systems Science & Complexity | 被引量 : 0次 | 上传用户:myh8888
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
This paper considers the dividend problems in the perturbed compound Poisson risk model.Assume that dividends can only be paid at the observation time when the surplus exceeds the barrier level and the excess is paid as dividend.In this paper,integro-differential equations for the expected discounted dividends until ruin and the Laplace transform of ruin time are firstly derived.When the claim is exponentially distributed,explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time are also obtained.Finally,the optimal dividend barrier which maximizes the expected discounted dividends until ruin is given. This paper considers the dividend problems in the perturbed compound Poisson risk model. Assume that dividends can only be paid at the observation time when the surplus exceed barrier the level and the excess is paid as dividend. In this paper, integro-differential equations for the expected discounted dividends until ruin and the Laplace transform of ruin time are first derived .When the claim is exponentially distributed, explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time are also .Finally, the optimal dividend barrier which maximizes the expected discounted dividends until ruin is given.
其他文献
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7
学习的准备是教育概念而不是生理概念。准备是可以通过教育获得的,准备是可以促进的。布鲁纳的学习准备观是对传统的学习准备观的创新,它不仅包括了知识上的准备,也包括了非认知
依据震前资料 ,对 2 0 0 2年 7月 2 3日南黄海北部 MS4 .9地震的年度预测过程进行简要回顾 ,对关键预测依据进行初步讨论。研究结果表明 ,在南黄海地区 ,地震活动图像在同一区域的集中演化及 3级地震的丛集活动对未来地震发生地点的判别具有指示意义 ;该区 5级以上地震活动时间结构的分析 (活跃时段划分及其对比、准周期活动特征等 )对年度预测的时间判断起到了关键作用。
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7
Sponsored search advertising is a significant revenue source for search engines.To ameliorate revenues,search engines often set fixed or variable reserve price
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7
研究了一类二次系统的极限环的数目和分支问题,并给出了分支图.
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7
Mobile cloud computing(MCC) combines mobile Internet and cloud computing to improve the performance of mobile applications. However, MCC faces the problem of en