On the expected present value of total dividends in a risk model with potentially delayed claims
- ISSN号:1674-5647
- 期刊名称:Communications in mathematical research
- 时间:2013
- 页码:193-202
- 分类:O211.67[理学—概率论与数理统计;理学—数学] TU723.1[建筑科学—建筑技术科学]
- 作者机构:[1]School of Economics and Trade, Nanchang Institute of Technology, Nanchang, 330099, [2]Department of Science, Nanchang Institute of Technology, Nanchang, 330099
- 相关基金:The NSF (11201217) of China; the NSF (20132BAB211010) of Jiangxi Province
- 相关项目:具有延迟索赔的风险模型破产理论及相关问题研究
关键词:
风险模型, 索赔, 延迟, 概率生成函数, 债权, 离散型, 表达式, 显式, compound binomial model, delayed claim, dividend, expected present value
中文摘要:
Corresponding author.