一类带税的对偶模型的门槛分红策略(英文); The threshold dividend strategy on a class of dual model with tax payments | |
刘章 ; 王文元 | |
2014-03-15 | |
关键词 | 复合Poisson盈余过程 期望折现分红函数 对偶风险模型 门槛策略 破产时刻 compound Poisson surplus process expected discounted dividend function dual risk model threshold strategy ruin time |
英文摘要 | 研究了一类在安全负载体系下进行赋税且按照门槛策略进行分红的对偶风险模型.分析了此模型破产前折现分红的期望,得到了其满足的积分方程、积分-微分方程和相关的表达式.最后,在特例ErlAng(2)分布下给出了一般解.; A class of dual risk model was considered in which dividends are paid under a threshold strategy and tax payments are paid according to a loss-carry forward system.For this model,the expectation of the discounted dividends until ruin was investigated and their corresponding integral equations,integro-differential equations and analytical expressions were derived.Finally,the case where profits follow an Erlang( 2) distribution was solved.; SupposedbytheFundamentalResearchFundsfortheCentralUniversitiesofChinaandJiangxiAgriculturalUniversityYouthScienceFoundation(09003326) |
语种 | zh_CN |
内容类型 | 期刊论文 |
源URL | [http://dspace.xmu.edu.cn/handle/2288/119905] ![]() |
专题 | 数学科学-已发表论文 |
推荐引用方式 GB/T 7714 | 刘章,王文元. 一类带税的对偶模型的门槛分红策略(英文), The threshold dividend strategy on a class of dual model with tax payments[J],2014. |
APA | 刘章,&王文元.(2014).一类带税的对偶模型的门槛分红策略(英文).. |
MLA | 刘章,et al."一类带税的对偶模型的门槛分红策略(英文)".(2014). |
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