DIVIDENDS

作品数：52被引量：33H指数：3
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Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin被引量：1
《Applied Mathematics(A Journal of Chinese Universities)》2020年第3期349-358,共10页DONG Hua ZHAO Xiang-hua 
Supported by the National Natural Science Foundation of China(11701319,11571198).
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 absolu...
关键词：Spectrally negative Lévy risk model Randomized observation Barrier dividend Capital injection Absolute ruin 
On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy被引量：1
《Applied Mathematics(A Journal of Chinese Universities)》2013年第1期27-39,共13页WANG Wen-yuan XIAO Li-qun MING Rui-xing HU Yi-jun 
Supported in part by the National Natural Science Foundation of China, the Guangdong Natural Science Foundation (S2011010004511);the Fundamental Research Funds for the Central Universities of China (201120102020005)
In this paper, we consider a compound Poisson risk model with taxes paid according to a loss-carry-forward system and dividends paid under a threshold strategy. First, the closed-form expression of the probability fun...
关键词：Compound Poisson risk model total number of taxation periods expected accumulated discounted dividends. 
AN OPTION PRICING PROBLEM WITH THEUNDERLYING STOCK PAY1NG DIVIDENDS~
《Applied Mathematics(A Journal of Chinese Universities)》1997年第4期447-454,共8页XUWensheng Zhuangling WuZHEN 
In this paper, a pricing problem of European call options is considered, wbete the underlying stock generates dividends d, at some fixed future dates T, before the expiration date T .without the inappropriate assumpti...
A BLACK－SCHOLES FORMULA FOR OPTIONPRICINGWITHDIVIDENDS被引量：4
《Applied Mathematics(A Journal of Chinese Universities)》1996年第2期159-164,共6页XU WENSHENG\ AND\ WU ZHEN 
We obtain a Black Scholes formula for the arbitrage free pricing of European Call options with constant coefficients when the underlying stock generates dividends. To hedge the Call option, we will always borrow mon...
关键词：Black  Scholes formula optionpricing stock market dividends. 
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