一类保险风险模型的分红问题
发布时间：2018-07-26 11:07
【摘要】：研究了一类古典保险风险模型的对偶模型.假定每个随机收益可以导致一个为边界分红策略的情况下的破产时间的拉氏变换.通过对盈余过程在跳时刻的离散骨架氏变换的上下界估计的递推公式,并对特殊随机收益分布,给出了拉氏变换的精确表达式变换得到精算量破产时间的计算方法.
[Abstract]:The dual model of a classical insurance risk model is studied. It is assumed that each random return can result in a Lagrangian transformation of the ruin time in the case of a boundary dividend strategy. By means of the recursive formula for estimating the upper and lower bounds of discrete skeleton transformation of surplus process at jump time, and for the special random income distribution, the exact expression transformation of Laplace transform is given to calculate the ruin time of actuarial quantity.
【作者单位】： 天津大学管理与经济学院;
【分类号】：F224;F840
[Abstract]:The dual model of a classical insurance risk model is studied. It is assumed that each random return can result in a Lagrangian transformation of the ruin time in the case of a boundary dividend strategy. By means of the recursive formula for estimating the upper and lower bounds of discrete skeleton transformation of surplus process at jump time, and for the special random income distribution, the exact expression transformation of Laplace transform is given to calculate the ruin time of actuarial quantity.
【作者单位】： 天津大学管理与经济学院;
【分类号】：F224;F840
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