Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin  

作　　者：DONG Hua ZHAO Xiang-hua 

机构地区：[1]School of Statistics,Qufu Normal University,Qufu 273165,China

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2020年第3期349-358,共10页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundation of China(11701319,11571198).

摘　　要：The spectrally negative Lévy risk model with random observation times is considered in this paper,in which both dividends and capital injections are made at some independent Poisson observation times.Under the absolute ruin,the expected discounted dividends and the expected discounted capital injections are discussed.We also study the joint Laplace transforms including the absolute ruin time and the total dividends or the total capital injections.All the results are expressed in scale functions.

关 键 词：Spectrally negative Lévy risk model Randomized observation Barrier dividend Capital injection Absolute ruin 

分 类 号：F830[经济管理—金融学] O211.6[理学—概率论与数理统计]