A Markov Risk Model with Linear Dividend Barrier

摘要：

This paper considers a Markov risk model in the presence of linear dividend barrier. Partial integrodiflerential equations with boundary conditions satisfied by the expected present value of the total dividends until ruin and the moments of the discounted dividends are derived. Finally, an example is given when the claims are exponentially distributed.

关键词： Markov risk model Linear dividend barrier integro-differential equation

作者: Juan Liu Jiancheng Xu

作者单位: College of Mathematics and Statistics, Hubei Normal University Huangshi. China 435002 College of Mathematics and Statistics, Hubei Normal University Huangshi, China 435002

会议类型: 国际会议

会议名称: 2011 3rd International Conference on Computer and Network Technology(ICCNT 2011)(2011第三届IEEE计算机与网络技术国际会议)

会议地点: 太原

会议语种:英文

页码: 283-286

在线出版日期: 2011-02-26（万方平台首次上网日期，不代表论文的发表时间）