首先,基于Ornstein-Uhlenback类模型获得了其边界期望折现分红总额满足的二阶微分方程;然后,根据初始资金的不同,求出相应分红总额满足的显示表示;最后,确定了最优分红情况下的分红边界.
Based on Omstein-Uhlenback type model, the differential equations of the expected discounted.dividends until bankruptcy under a barrier strategy is obtained. In term of the different initial surplus of companies, the explicit expressions of the expected discounted dividends are arrived. Subsequently, the optimal barrier is determined.