关于对偶模型分红问题的研究综述  

A Review of Research on Dividends of Dual Models

作　　者：毛晓桐 

机构地区：[1]河北工业大学理学院,天津

出　　处：《应用数学进展》2022年第4期2065-2070,共6页Advances in Applied Mathematics

摘　　要：最优分红问题一直是保险精算领域中非常受关注的问题,何时分红和分红的大小直接影响公司的运营状况和股东满意程度。对偶模型一般适用于主打创新发明的公司,可用于描述具有稳定费用支出且盈利随机的经济现象。因此,本文对对偶风险模型的分红问题现状进行了梳理。The optimal dividend problem has always been a problem of great concern in the field of insurance actuarial. The timing and size of dividends directly affect the company’s operating status and shareholders’ satisfaction. Dual model is generally suitable for companies that focus on innovative inventions, and can be used to describe economic phenomena with stable expenses and random profits. Therefore, this paper sorts out the status quo of the optimal dividend problem of the dual risk model.

关 键 词：最优分红问题 对偶风险模型 随机控制理论 

分 类 号：F842[经济管理—保险]