Expected Present Value of Dividends With a Barrier Strategy in the Compound Binomial Model

摘要：

In this paper we discuss the present value of Dividends With a Barrier Strategy in the Compound Binomial Model .Using the technique of generating functions, an explicit expression of the expected discount present value of dividends with a barrier strategy in the compound binomial model is derived.

关键词： the compound binomial risk model Barrier Strategy the present value of Dividends

作者: Ya-li HE Peng ZHANG

作者单位: Institute of Science, Hebei Polytechnic University, Tangshan 063009, China Computer engineering department, Tangshan vocational college of science and technology, Tangshan 063

会议类型: 国际会议

会议名称: 2010 International Conference on Application of Mathematics and Physics(2010国际数理科学与气象学术研讨会暨2010空间天气学研讨会 AMP2010)

会议地点: 南京

会议语种:英文

页码: 650-652

在线出版日期: 2010-05-08（万方平台首次上网日期，不代表论文的发表时间）