【摘要】 研究了具有常红利边界的复合二项风险模型,该模型包含了两类相依的索赔:主索赔和副索赔。通过引入辅助风险模型的方法,推导了破产前红利折现期望满足的差分方程及其解,并给出了两个特殊索赔分布情况下的数值例子。更多还原

【Abstract】 A compound binomial risk model with constant dividend barrier was considered.Two types of individual claims,main claims and by-claims,were defined.By introducing an auxiliary risk model,a system of difference equations with boundary conditions for the expected present value of dividend payments due until ruin was derived and solved.Numerical results were given for two special claim-size distributions.更多还原