| 阈值分红策略下带常利率的对偶风险模型 |
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| 引用本文：何庆国，何传江.阈值分红策略下带常利率的对偶风险模型[J].经济数学,2012,(4):67-70 |
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| 中文摘要:研究了常利率下基于对偶复合泊松模型带阈值的分红策略，给出了公司在破产时累积红利期望现值函数的两个积分-微分方程，分情况讨论了收益服从指数分布时的显示表达式，以及服从一般分布时的拉普拉斯变换表达式. |
| 中文关键词:对偶模型 常利率 阈值分红 Laplace 变换 |
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| Dividend Payments with Constant Interest and A Threshold Strategy in the Dual Model |
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| Abstract:This paper considers the dividend payments with constant interest and a threshold strategy in the dual model. Two integro-differential equations for the expected discounted dividends until ruin are derived and solved when the individual profit size distribution is exponential. Finally, the equations are discussed in the case of a general profit distribution by the use of Laplace transforms. |
| keywords:dual model constant interest threshold dividend Laplace transforms |
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