中文摘要：

主要研究了带Poisson跳跃的广义跳-扩散模型有红利支付下欧式期权的保险精算定价.利用资产价格过程的实际概率测度和公平保费原理,得到了有连续红利支付下欧式看涨期权的保险精算定价公式,并给出了欧式看涨期权与欧式看跌期权之间的平价关系.

英文摘要：

This paper mainly studies the insurance actuary pricing of European options on dividend-paying stocks for general Poisson jump-diffusion.By using the physical probabilistic measure of the pricing process of an assess and the principle of a fair premium,the insurance actuary pricing of European call options is obtained on continuous dividend-paying stocks,and the put-call parity of European option is given.