亚洲免费av电影一区二区三区,日韩爱爱视频,51精品视频一区二区三区,91视频爱爱,日韩欧美在线播放视频,中文字幕少妇AV,亚洲电影中文字幕,久久久久亚洲av成人网址,久久综合视频网站,国产在线不卡免费播放

        ?

        帶隨機(jī)回報(bào)的一類離散馬氏風(fēng)險(xiǎn)模型的分紅問題(英文)

        2014-11-14 16:06:44鄧迎春樂勝杰肖和錄

        鄧迎春 樂勝杰 肖和錄 等

        摘要考慮了帶隨機(jī)回報(bào)的一類離散馬氏風(fēng)險(xiǎn)模型.在此模型中,賠付的發(fā)生概率,賠付額的分布函數(shù)都是由一個(gè)離散時(shí)間的馬氏鏈調(diào)控.當(dāng)保險(xiǎn)公司采用門檻分紅策略時(shí),通過計(jì)算得到了破產(chǎn)前的期望折現(xiàn)分紅總量滿足的一組線性方程.最后,給出了期望折現(xiàn)分紅總量的顯式解析式.

        關(guān)鍵詞馬氏風(fēng)險(xiǎn)模型;隨機(jī)回報(bào);門檻分紅;期望折現(xiàn)分紅量

        We introduce a constant dividend barrier into the model (1). Assume that any surplus of the insurer above the level b (a positive integer) is immediately paid out to the shareholders so that the surplus is brought back to the level b. When the surplus is below, nothing is done. Once the surplus is negative, the insurer is ruined and the process stops. Let V(n) denote the surplus at time n. Then

        References:

        [1]YUEN K C, GUO J. Ruin probabilities for timecorrelated claims in the compound binomial model[J].Insurance: Math Eco, 2001,29(1):4757.

        [2]GERBER H U. Mathematical fun with the compound binomial process[J]. Astin Bull, 1988,18(2):161168.

        [3]CHENG S, GERBER H U, SHIU E S W. Discounted pribabilities and ruin theory in the compound binomial model[J]. Insurance: Math Eco, 2000,26(23):239250.

        [4]GONG R, YANG X. The nite time survival probabilities in the fully discrete compound binomial model[J]. Chin J Appl Probab Statist, 2001,17(4):6599.

        [5]TAN J Y, YANG X Q. The divideng problems for compound binomoal model with stochastic return on investments[J]. Nonlinear Math for Uncertainty Appl, 2011,100:239246.

        [6]TAN J Y, YANG X Q. The compound binomial model with randomized decisions on paying dividends[J]. Insurance: Math Eco, 2006,39(1):118.

        [7]DE FINETTI B. Su unimpostazione alternativa della teoria collettiva del rischio[J]. Transactions of the XVth International Congress of Actuaries, 1957,2:433443.

        [8]LIN X S, WILLMOT G E, DREKIC S. The classical risk model with a constant dividend barrier:Analysis of the GerberShiu discounted penalty function[J]. Insurance: Math Eco, 2003,33(3):551566.

        [9]LIN X S, PAVLOVA K P. The compound Poisson risk model with a threshold dividend strategy[J].Insurance: Math Eco, 2006,38(1):5780.

        [10]ZHOU J M, OU H, MO X Y, et al. The compound Poisson risk model perturbed by diusion with doublethreshold dividend barriers to shareholders and policyholders[J]. J Natur Sci Hunan Norm Univ, 2012,35(6):113.

        [11]COSSETTE H, LANDRIAULT D, MARCEAN E. Compound binomial risk model in a Markovian environment[J]. Insurance: Math Eco, 2004,35(2):425443.

        [12]YUEN K C, GUO J Y. Some results on the compound Markov binomial model[J]. Scand Actuar J, 2006,2006(3):129140.

        [13]PAULSEN J, GJESSING H K. Optimal choice of dividend barriers for a risk process with stochastic return on investments[J]. Insurance: Math Eco, 1997,20(3):215223.

        (編輯胡文杰)

        摘要考慮了帶隨機(jī)回報(bào)的一類離散馬氏風(fēng)險(xiǎn)模型.在此模型中,賠付的發(fā)生概率,賠付額的分布函數(shù)都是由一個(gè)離散時(shí)間的馬氏鏈調(diào)控.當(dāng)保險(xiǎn)公司采用門檻分紅策略時(shí),通過計(jì)算得到了破產(chǎn)前的期望折現(xiàn)分紅總量滿足的一組線性方程.最后,給出了期望折現(xiàn)分紅總量的顯式解析式.

        關(guān)鍵詞馬氏風(fēng)險(xiǎn)模型;隨機(jī)回報(bào);門檻分紅;期望折現(xiàn)分紅量

        We introduce a constant dividend barrier into the model (1). Assume that any surplus of the insurer above the level b (a positive integer) is immediately paid out to the shareholders so that the surplus is brought back to the level b. When the surplus is below, nothing is done. Once the surplus is negative, the insurer is ruined and the process stops. Let V(n) denote the surplus at time n. Then

        References:

        [1]YUEN K C, GUO J. Ruin probabilities for timecorrelated claims in the compound binomial model[J].Insurance: Math Eco, 2001,29(1):4757.

        [2]GERBER H U. Mathematical fun with the compound binomial process[J]. Astin Bull, 1988,18(2):161168.

        [3]CHENG S, GERBER H U, SHIU E S W. Discounted pribabilities and ruin theory in the compound binomial model[J]. Insurance: Math Eco, 2000,26(23):239250.

        [4]GONG R, YANG X. The nite time survival probabilities in the fully discrete compound binomial model[J]. Chin J Appl Probab Statist, 2001,17(4):6599.

        [5]TAN J Y, YANG X Q. The divideng problems for compound binomoal model with stochastic return on investments[J]. Nonlinear Math for Uncertainty Appl, 2011,100:239246.

        [6]TAN J Y, YANG X Q. The compound binomial model with randomized decisions on paying dividends[J]. Insurance: Math Eco, 2006,39(1):118.

        [7]DE FINETTI B. Su unimpostazione alternativa della teoria collettiva del rischio[J]. Transactions of the XVth International Congress of Actuaries, 1957,2:433443.

        [8]LIN X S, WILLMOT G E, DREKIC S. The classical risk model with a constant dividend barrier:Analysis of the GerberShiu discounted penalty function[J]. Insurance: Math Eco, 2003,33(3):551566.

        [9]LIN X S, PAVLOVA K P. The compound Poisson risk model with a threshold dividend strategy[J].Insurance: Math Eco, 2006,38(1):5780.

        [10]ZHOU J M, OU H, MO X Y, et al. The compound Poisson risk model perturbed by diusion with doublethreshold dividend barriers to shareholders and policyholders[J]. J Natur Sci Hunan Norm Univ, 2012,35(6):113.

        [11]COSSETTE H, LANDRIAULT D, MARCEAN E. Compound binomial risk model in a Markovian environment[J]. Insurance: Math Eco, 2004,35(2):425443.

        [12]YUEN K C, GUO J Y. Some results on the compound Markov binomial model[J]. Scand Actuar J, 2006,2006(3):129140.

        [13]PAULSEN J, GJESSING H K. Optimal choice of dividend barriers for a risk process with stochastic return on investments[J]. Insurance: Math Eco, 1997,20(3):215223.

        (編輯胡文杰)

        摘要考慮了帶隨機(jī)回報(bào)的一類離散馬氏風(fēng)險(xiǎn)模型.在此模型中,賠付的發(fā)生概率,賠付額的分布函數(shù)都是由一個(gè)離散時(shí)間的馬氏鏈調(diào)控.當(dāng)保險(xiǎn)公司采用門檻分紅策略時(shí),通過計(jì)算得到了破產(chǎn)前的期望折現(xiàn)分紅總量滿足的一組線性方程.最后,給出了期望折現(xiàn)分紅總量的顯式解析式.

        關(guān)鍵詞馬氏風(fēng)險(xiǎn)模型;隨機(jī)回報(bào);門檻分紅;期望折現(xiàn)分紅量

        We introduce a constant dividend barrier into the model (1). Assume that any surplus of the insurer above the level b (a positive integer) is immediately paid out to the shareholders so that the surplus is brought back to the level b. When the surplus is below, nothing is done. Once the surplus is negative, the insurer is ruined and the process stops. Let V(n) denote the surplus at time n. Then

        References:

        [1]YUEN K C, GUO J. Ruin probabilities for timecorrelated claims in the compound binomial model[J].Insurance: Math Eco, 2001,29(1):4757.

        [2]GERBER H U. Mathematical fun with the compound binomial process[J]. Astin Bull, 1988,18(2):161168.

        [3]CHENG S, GERBER H U, SHIU E S W. Discounted pribabilities and ruin theory in the compound binomial model[J]. Insurance: Math Eco, 2000,26(23):239250.

        [4]GONG R, YANG X. The nite time survival probabilities in the fully discrete compound binomial model[J]. Chin J Appl Probab Statist, 2001,17(4):6599.

        [5]TAN J Y, YANG X Q. The divideng problems for compound binomoal model with stochastic return on investments[J]. Nonlinear Math for Uncertainty Appl, 2011,100:239246.

        [6]TAN J Y, YANG X Q. The compound binomial model with randomized decisions on paying dividends[J]. Insurance: Math Eco, 2006,39(1):118.

        [7]DE FINETTI B. Su unimpostazione alternativa della teoria collettiva del rischio[J]. Transactions of the XVth International Congress of Actuaries, 1957,2:433443.

        [8]LIN X S, WILLMOT G E, DREKIC S. The classical risk model with a constant dividend barrier:Analysis of the GerberShiu discounted penalty function[J]. Insurance: Math Eco, 2003,33(3):551566.

        [9]LIN X S, PAVLOVA K P. The compound Poisson risk model with a threshold dividend strategy[J].Insurance: Math Eco, 2006,38(1):5780.

        [10]ZHOU J M, OU H, MO X Y, et al. The compound Poisson risk model perturbed by diusion with doublethreshold dividend barriers to shareholders and policyholders[J]. J Natur Sci Hunan Norm Univ, 2012,35(6):113.

        [11]COSSETTE H, LANDRIAULT D, MARCEAN E. Compound binomial risk model in a Markovian environment[J]. Insurance: Math Eco, 2004,35(2):425443.

        [12]YUEN K C, GUO J Y. Some results on the compound Markov binomial model[J]. Scand Actuar J, 2006,2006(3):129140.

        [13]PAULSEN J, GJESSING H K. Optimal choice of dividend barriers for a risk process with stochastic return on investments[J]. Insurance: Math Eco, 1997,20(3):215223.

        (編輯胡文杰)

        久久国产品野战| 吃奶呻吟打开双腿做受视频| 国产真实老熟女无套内射| 欧美成人三级网站在线观看| 亚洲精品一品二品av| 久久本道久久综合伊人| 国产精品一卡二卡三卡| 久久精品一区二区免费播放| 高跟丝袜一区二区三区| 亚洲一区二区三区视频免费看| 亚洲欧美中文字幕5发布| 亚洲综合色成在线播放| 亚洲中文字幕日产喷水| 亚洲女同免费在线观看| 少妇熟女天堂网av| 国产一起色一起爱| 国产成人自拍视频在线免费| 久久伊人精品中文字幕有尤物| 色777狠狠狠综合| 久久国产自偷自免费一区100| 久久精品网站免费观看| 亚洲最好看的中文字幕| 18女下面流水不遮图| 亚洲欧美日韩中文字幕网址| 精品人妻日韩中文字幕| 隔壁老王国产在线精品| 曰本女人牲交全视频免费播放| 国产亚洲精选美女久久久久 | 按摩师玩弄少妇到高潮av| 狠狠色综合7777久夜色撩人ⅰ| 国产在线手机视频| 久久国产精品懂色av| 亚洲线精品一区二区三区| 欧美丰满大屁股ass| 国产精品欧美视频另类专区| 亚洲国产精品婷婷久久| 亚洲精品无码久久久久牙蜜区 | 激情航班h版在线观看| 国产短视频精品区第一页| 久久精品人妻一区二三区| 免费看又色又爽又黄的国产软件|