On Optimal Dividend Problem of Dual Insurance Model Perturbed with Diffusion

摘要：

In this paper, the discounted dividend model under barrier strategy is proposed. The explicit form of the dividend is calculated when claim size is exponentially distributed, and in the general distribution case, we get its expression by means of Laplace transformation.

关键词： dividend exponential distribution laplace transformation

作者: LI Zhendong MENG Qingbin ZHANG Yanru

作者单位: Basic Education Department, Tangshan College, P.R.China, 063000 School of Business, Renmin University of China, P.R.China, 100872 National BioEnergy Co.Ltd., P.R.China, 100027

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 930-934

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）