經(jīng)典模型下分紅問題解的討論.pdf

1、曲阜師范大學碩士學位論文經(jīng)典模型下分紅問題解的討論姓名：常洪昌申請學位級別：碩士專業(yè)：概率論與數(shù)理統(tǒng)計指導教師：尹傳存20090401曲阜師范大學碩士學位論文AbstractThisarticleconsidersthecompoundPoissonriskmodelwiththresholddividendstrategy脅gettherenewalequationforclassicalriskmodelandobtaiiathes

2、olutionofdividendfunctionunderspecialconditionFirst，wegettherenewalfunctionabouttheclassicalriskmodelwiththresholdstrategyandobtaintheordinarydifferentialequationabouty(x，b)undertheconditionofn∑最p(旬(z)=0i=0wherep(‘)(z)is

3、theithderivationofclaimamountprobabilitydensityfunction最，i=1，2，3，，仃areconstantsUsingtheknoweldgeofdifferentionalequation，wecallsolvethisordinarydifferentialequationaboutV(z，6)，andobtaintheformulaofdividendfunctionThen，by

4、thesanemeanswediscussthecompoundPoissonprocessperturbedbyadiffusionFinallywegetrenewalequationofdividendfunctionabouttheclassicalriskmodelwithadiffusionandthesolutioninparticularconditionKeywords：dividendfunction；renewal