%0 Journal Article
%T 具有PH(n)理赔时间间隔的Sparre-Andersen 模型中的分红问题<br>Dividend problems in a Sparre-Andersen model with PH(n) interclaim times
%A 刘晓
%J 山东大学学报（理学版）
%D 2015
%R 10.6040/j.issn.1671-9352.0.2014.484
%X 摘要： 假设盈余过程描述为Sparre-Andersen模型, 理赔时间间隔服从PH(n)分布, 分红只在一些随机的观测时间支付, 分红策略为障碍策略,得到了期望折现分红和破产时间Laplace变换所满足的积分-微分方程组,并在n=2和指数理赔的假设下给出了方程组的求解方法。<br>Abstract: Assuming that the surplus process is described by a Sparre-Andersen model, the interclaim times are PH(n) distributed, dividends can only be paid at some randomized observation times and the dividends are paid according to a barrier strategy, the integro-differential equations for the expected discounted dividends and the Laplace transform of ruin time were derived. The solutions of the equations were given with exponentially distributed claims and n=2
%K Sparre-Andersen模型
%K PH(&lt
%K em&gt
%K n&lt
%K /em&gt
%K )分布
%K 分红
%K 随机观测
%K &lt
%K br&gt
%K Sparre-Andersen model
%K PH(&lt
%K em&gt
%K n&lt
%K /em&gt
%K ) distribution
%K dividend
%K randomized observation
%U http://lxbwk.njournal.sdu.edu.cn/CN/10.6040/j.issn.1671-9352.0.2014.484