保费依赖盈余模型下值函数的迭代方法
Iterative Approach of Value for the Risk Model with Surplus-Dependent Premiums
摘要:
最优分红问题是金融保险中研究较多的问题之一，根据目前已有文献可知，最优分红策略与值函数息息相关。本文主要研究保费依赖盈余模型下的值函数，以期通过值函数的迭代方法来解决保险公司保费依赖盈余的最优分红问题。
Abstract:
The optimal dividend problem is one of the more studied problems in financial insurance. Ac-cording to the existing literature, the optimal dividend strategy is closely related to the value function. This paper mainly studies the value function for the Risk Model with Surplus-Dependent Premiums in order to pass the value function iteration approach to solve the optimal dividend problem of insurance company.
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