Some Results behind Dividend Problems  

作　　者：Ming Zhou Li Wei Jun-yi Guo 

机构地区：[1]School of Mathematical Science, Nankai University, Tianjin 300071, China [2]School of Finance, Renmin University of China, Beijing 100872, China

出　　处：《Acta Mathematicae Applicatae Sinica》2006年第4期681-686,共6页应用数学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China(No.70501028,No.10571092)

摘　　要：We consider the basic dividend problem of the compound Poisson model with constant barrier strategy. Some results concealed behind the dividend problem are made explicit in the present work. Different methods and some of which are firstly given in this paper. All these results presented certain direct relationship between some important actuary variables in classical risk theory is also revealed.We consider the basic dividend problem of the compound Poisson model with constant barrier strategy. Some results concealed behind the dividend problem are made explicit in the present work. Different methods and some of which are firstly given in this paper. All these results presented certain direct relationship between some important actuary variables in classical risk theory is also revealed.

关 键 词：Compound Poisson process discount dividend payments integro-differential equation change of measure shift operator 

分 类 号：O17[理学—数学]