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| 摘要: |
| 本文研究了在一类马氏相关更新风险模型中的红利-惩罚等式的问题.推导了在常数红利边界下,折扣惩罚函数满足的方程,利用解微分-积分方程的方法,更简洁的推出了红利-惩罚等式相关的结果,推广了文献[1]的结论. |
| 关键词: 红利派发 红利-惩罚等式 折扣惩罚函数 微分-积分方程 |
| DOI： |
| 分类号:O211.9 |
| 基金项目:Supported by National Natural Science Foundation of China (10971157). |
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| SOME RESULTS ABOUT THE DIVIDEND-PENALTY IDENTITY |
|
LIU Juan
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| Abstract: |
| In this paper, a Markov renewal risk model with a constant dividend barrier is considered, the matrix form of systems of integro-differential equations is presented and the analytical solutions to these systems are derived. By the general solution of the integro-differential equation, the dividend-penalty identity is obtained, which generalizes the results of the ref. [1]. |
| Key words: dividend payments dividend-penalty identity integro-differential equations |
