A Note on Moments of Dividends  

作　　者：Hansjrg Albrecher Hans U.Gerber 

机构地区：[1]Professor of Actuarial Science,Faculty of Business and Economics,University of Lausanne,CH-1015 Lausanne,Switzerland and Faculty Member of the Swiss Finance Institute [2]Distinguished Visiting Professor at the University of Hong Kong [3]Honorary Professor of Actuarial Science,Faculty of Business and Economics,University of Lausanne,CH-1015 Lausanne,Switzerland

出　　处：《Acta Mathematicae Applicatae Sinica》2011年第3期353-354,共2页应用数学学报（英文版）

基　　金：Supported by the Swiss National Science Foundation Project (No. 200021-124635/1)

摘　　要：We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative Lévy risk model that was obtained in Renaud and Zhou （2007, [4]） and in Kyprianou and Palmowski （2007, [3]） and extend the result to stationary Markov processes that are skip-free upwards.We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative Lévy risk model that was obtained in Renaud and Zhou （2007, [4]） and in Kyprianou and Palmowski （2007, [3]） and extend the result to stationary Markov processes that are skip-free upwards.

关 键 词：DIVIDENDS barrier strategies stationary Markov process scale function 

分 类 号：O211.67[理学—概率论与数理统计]