位置：成果数据库 > 期刊 > 期刊详情页
带分红的稀疏风险模型的期望折现罚金函数
  • ISSN号：1671-9352
  • 期刊名称：《山东大学学报：理学版》
  • 时间：0
  • 分类：F840[经济管理—保险] O211.62[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]School of Mathematical Sciences, Qufu Normal University, Qufu 273165, China, [2]Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong,China
  • 相关基金：Acknowledgements The authors thank two anonymous referees for their constructive suggestions which have led to much improvement on the paper. The first author is grateful to Professor Xiaowen Zhou for useful discussion. The research of Yuen was supported by a university research grant of the University of Hong Kong. The research of Yin was supported by the National Natural Science Foundation of China （No. 11171179）, the Research Fund for the Doctoral Program of Higher Education of China （No. 20133705110002）, and the Program for Scientific Research Innovation Team in Colleges and Universities of Shandong Province.
作者： 陈洁[1], 吕玉华[2]
关键词： 保险风险, LEVY过程, 法律, 应用, 光谱, 罚金折现期望, 持续时间, 风险理论, Fluctuation identity, spectrally negative L6vy processes, supremaand infima, generalized Dickson＇s formula, scale function, occupation time
中文摘要：

Corresponding author： Chuancun YIN, E-mail： ccyin@mail.qfnu.edu.cn

同期刊论文项目
基于Lévy过程的最优分红策略的研究
期刊论文 59
同项目期刊论文
COMPLETE MONOTONICITY OF THE PROBABILITY OF RUIN AND DE FINETTI'S DIVIDEND PROBLEM
具有投资利息的扰动复合Poisson风险模型的最优分红策略
Representation theorems for generators of BSDEs in L^p spaces
The first passage time and the dividend value function for one-dimensional diffusion processes betwe
随机意外大灾风险模型的破产概率
Two-Sided First Exit Problem for Jump Diffusion Processes Having Jumps with a Mixture of Erlang Dist
Jensen’s Inequality for Generalized Peng’s -Expectations and Its Applications
BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem
The Exit Time and the Dividend Value Function for One-Dimensional Diffusion Processes
The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy
L^p solutions of infinite time interval BSDEs and the corresponding g-expectationsand g-martingales
Discrete-time GI^X/Geo/1/N queue with negative customers and multiple working vacations
An M^ X /G/1 queue with randomized working vacations and at most J vacations
Discrete-Time Geo^X/G/1 Retrial Queue with General Retrial Times, Working Vacations and Vacation Int
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Consistent Nonlinear Evaluations with Their Generating Functions in L^p
Exit problems for jump processes with applications to dividend problems
An extension of Paulsen–Gjessing’s risk model with stochastic return on investme
Alternative Approach to the Optimality of the Threshold Strategy for Spectrally Negative Levy Proces
Exit Problems for Jump Processes Having Double-Sided Jumps with Rational Laplace Transforms
Convexity of Ruin Probability and Optimal Dividend Strategies for aGeneral Lévy Process
Discrete-Time GeoX/G/1 Queue with GeometricallyWorking Vacations and Vacation Interruption
ON A DISCRETE-TIME GIX/GEO/1/N-G QUEUE WITH RANDOMIZED WORKING VACATIONS ANDAT MOST J VACATIONS
Performance and reliability analysis of an M/G/1-G retrial queuewith orbital search and non-persiste
How big are the increments of G-Brownian motion
保费率巨灾索赔相依的风险模型的破产概率
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strat
On the complete monotonicity of the compound geometric convolution with applications in risk theory
The First Passage Time Problem for Mixed-Exponential Jump Processes with Applications in Insurance a
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LEVY PROCESS
Optimal dividend problem with a terminal value for spectrally positive Levy processes
DISCRETE-TIME GIX/GEO/1/N QUEUE WITH WORKING VACATIONS AND VACATION INTERRUPTION
The Compound Poisson Risk Model Perturbed by Diffusion with a Hybrid Dividend Strategy
Exact joint laws associated with spectrally negative L′evy processes and applications to insurance r
Dividend Payments with a Hybrid Strategy in the Compound Poisson Risk Model
Uniform Estimate for The Tail Probabilities of Randomly Weighted Sums
一类混合分红策略下的广义Erlang(n) 风险模型
一个可变保费巨灾风险模型的 局部破产概率
Optimal Dividend Problem for a Compound Poisson Risk Model
On a Dual Model with Barrier Strategy
Optimal dividend problemsfor a jump-diffusion model with capital injections and proportionaltransact
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
Exact joint laws associated with spectrally negative L,vy processes and applications to insurance ri
AN M/G/1 RETRIAL QUEUE WITH GENERAL RETRIAL TIMES, WORKING VACATIONS AND VACATION INTERRUPTION
The expected discounted penalty function under a renewal risk model with stochastic income
On a risk model with Markovian arrivals and tax
一个可变保费巨灾风险模型的局部破产概率
正态总体误差方差的经验Bayes估计及其优良性
COMPLETE MONOTONICITY OF THE PROBABILITY OF RUIN AND DE FINETTI＇S DIVIDEND PROBLEM
期刊信息
  • 《山东大学学报：理学版》
  • 北大核心期刊（2011版）
  • 主管单位:中华人民共和国教育部
  • 主办单位:山东大学
  • 主编：刘建亚
  • 地址：济南市经十路17923号
  • 邮编：250061
  • 邮箱：xblxb@sdu.edu.cn
  • 电话：0531-88396917
  • 国际标准刊号：ISSN：1671-9352
  • 国内统一刊号：ISSN：37-1389/N
  • 邮发代号:24-222
  • 获奖情况:
  • 国内外数据库收录:
  • 美国化学文摘（网络版）,美国数学评论（网络版）,波兰哥白尼索引,德国数学文摘,中国中国科技核心期刊,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,英国英国皇家化学学会文摘
  • 被引量:6243