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The dividend function in the jump-diffusion dual model with barrier dividend strategy
  • ISSN号：0253-4827
  • 期刊名称：《应用数学和力学：英文版》
  • 时间：0
  • 分类：O211.6[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, P. R. China
  • 相关基金：Project supported by the National Basic Research Program of China （973 Program） （No. 2007CB814905）, the National Natural Science Foundation of China （No. 10571092）, and the Research Fund of the Doctorial Program of Higher EducationAcknowledgements The authors would like to thank the anonymous referees for the useful suggestions which helped to improve this paper.
作者： 李波[1], 吴荣[1]
关键词： 混合物, 随机问题, 扩散过程, 微分, compound Poisson process, diffusion process, Gerber-Shiu function, integro-differential equation, time of ruin, surplus before ruin, deficit at ruin
中文摘要：

Corresponding author LI Bo, Doctor, E-mail： sday_oce@yahoo.com.cn

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期刊信息
  • 《应用数学和力学：英文版》
  • 主管单位:交通部
  • 主办单位:上海大学
  • 主编：周哲玮
  • 地址：上海市宝山区上大路99号上海大学122信箱
  • 邮编：200444
  • 邮箱：amm@department.shu.edu.cn
  • 电话：021-66135219 66165601
  • 国际标准刊号：ISSN：0253-4827
  • 国内统一刊号：ISSN：31-1650/O1
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  • 上海市优秀科技期刊一等奖,中国期刊方阵“双效”期刊
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  • 被引量:541