重庆工商大学学报：自然科学版2012，Vol.29Issue(11)：27-30,4.
带壁分红策略下对偶模型的破产概率
The Probability in Ruin with Barrier Dividend in the Dual Model
摘要
Abstract
This paper investigates the ruin problem in the dual model with a constant dividend barrier.The integral and integral-differential equations for expected discounted penalty function until ruin are derived.The probability in ruin with barrier dividend in the dual model is solved when the individual profit size distribution is exponential.关键词
破产概率/带壁分红/期望折现罚金函数/积分方程/积分微分方程Key words
ruin probability/barrier dividend/expected discounted penalty function/integral equation/integral-differential equation分类
数理科学引用本文复制引用
付燕..带壁分红策略下对偶模型的破产概率[J].重庆工商大学学报：自然科学版,2012,29(11):27-30,4.基金项目
重庆市科委自然科学基金 （）
