古典风险模型中的周期线性barrier分红问题  

Periodic linear barrier dividend problem in classical risk model

作　　者：管笑笑 GUAN Xiaoxiao(Department of Public Basic Education and Research,Shandong Police College,250200,Jinan,Shandong,PRC)

机构地区：[1]山东警察学院公共基础教研部,山东省济南市250200

出　　处：《曲阜师范大学学报（自然科学版）》2021年第4期35-42,共8页Journal of Qufu Normal University(Natural Science)

摘　　要：主要研究周期线性barrier分红策略下的古典风险模型,得到了平均累积折现分红函数满足的积分-微分方程,并在指数索赔的情况下求出了其精确表达式;文章最后给出了该模型下的破产概率所满足的偏积分微分方程.This paper mainly studies the classical risk model under the periodic linear barrier dividend strategy,and obtains the integral-differential equation satisfied by the average cumulative discounted dividend function.Then,in the case of exponential claim,the exact expression of the equation is obtained.Finally,the partial integro-differential equation satisfied by the ruin probability under the model is given.

关 键 词：周期线性barrier分红 古典风险模型 平均累积折现分红 破产概率 

分 类 号：O211.67[理学—概率论与数理统计]