THE COMPOUND BINOMIAL MODEL WITH A CONSTANT DIVIDEND BARRIER AND PERIODICALLY PAID DIVIDENDS  

作　　者：Jiyang TAN Xiangqun YANG 

机构地区：[1]Department of Statistics.Xiangtan University [2]Department of Mathematics,Hunan Normal University [3]HPCSIP Key Laboratory,Ministry of Education

出　　处：《Journal of Systems Science & Complexity》2012年第1期167-177,共11页系统科学与复杂性学报（英文版）

基　　金：supported by the Natural Sciences Foundation of China under Grant No.10871064

摘　　要：Consider the compound binomial risk model with interest on the surplus under a constant dividend barrier and periodically paying dividends. A system of integral equations for the arbitrary moments of the sum of the discounted dividend payments until ruin is derived. Moreover, under a very relaxed condition, the solutions for arbitrary moments are obtained by setting up iteration processes because of a special property of the system of integral equations.

关 键 词：Compound binomial risk model constant dividend barrier dividend period expected discounted dividends. 

分 类 号：F830.91[经济管理—金融学] O211.67[理学—概率论与数理统计]