A kind of dividend problem for the classical risk process perturbed by diffusion

Lv Yuhua; Wu Rong

Chinese︱Feedback︱Save this page

A kind of dividend problem for the classical risk process perturbed by diffusion

Lv Yuhua * #,Wu Rong

Qufu Normal University

*Correspondence author

#Submitted by

Subject:

Funding: none

Opened online: 2 May 2006

Accepted by: none

Citation: Lv Yuhua ,Wu Rong.A kind of dividend problem for the classical risk process perturbed by diffusion[OL]. [ 2 May 2006] http://en.paper.edu.cn/en_releasepaper/content/6489

In this paper, we consider the classical risk process perturbed by diffusion. The analysis is focused on the aggregate dividends and the Laplace transforms of ruin time. We showed that both the expected discounted dividends and the Laplace transforms of ruin time under a barrier strategy satisfy some integro-differential equation, and give the closed form expression of them, extending the results of Gerber and Shiu (2006).

Keywords:Time of ruin, Laplace transform

For this paper

● PDF (0B)
● Revision 0 　　
● Print this paper
● Recommend this paper to a friend
● Add to my favorite list

Saved Papers

Please enter a name for this paper to be shown in your personalized Saved Papers list

Tags

Add yours

Related Papers

Statistics

PDF Downloaded	824
Bookmarked	0
Recommend	5
Comments	Array

Submit your papers

Alert Name:
Alerting to:
Authentication email will be sent to your email address in 24 hours
Frequency:
Email Message Format:	Plain text Graphical(HTML)

Complete the form below and we will recommend the selected titles to your friends on your behalf. * Indicates a required field.
Your name*:
Your email address*:
Recipient's name*:
Recipient's email address*:
(multiple recipient's names and email addresses should be separated with semicolons)
Your comments:	I thought you would find the page(s) useful.

Your name:
Your email address:
Recipient's name:
Recipient's email address:
(multiple recipient's names and email addresses should be separated with semicolons)
Your comments:	I thought you would find this page useful.

Disclaimer: This message was sent to your friend using the "Send it to a friend" facility on the Sciencepaper Online’ WWW site, http://www.paper.edu.cn/en. The Sciencepaper Online is not responsible for the content of this email, and anything said in this email does not necessarily reflect the Sciencepaper Online's views.

	Check out RSS, or use RSS reader to subscribe this item

Saved Papers