Cai, J. and Dickson, D.C.M. (2002) On the expected discounted penalty function at ruin of a surplus process with interest. Insurance: Mathematics and Economics, 30, 389-404.

带常利率的时间间隔为相位的Gerber-Shiu折现罚金函数
The Gerber-Shiu Discounted Penalty Function for the Risk Model with Phase-Type Inter Claim Times

肖菊霞   

理论数学Vol.4 No.4, 全文下载: PDF HTML DOI:10.12677/PM.2014.44022, July 31 2014

绝对破产情形下经典风险模型的最优分红和注资问题
Optimal Dividend and Capital Injection of the Classical Risk Model under Absolute Ruin

李 帅   

应用数学进展Vol.12 No.3, 全文下载: PDF HTML XML DOI:10.12677/AAM.2023.123112, March 21 2023

基于两个独立的指数随机变量之和的相依风险模型的破产问题研究
Research on the Ruin Problem of Dependent Risk Model Based on the Sum of Two Independent Exponential Random Variables

王婧璇   

应用数学进展Vol.12 No.7, 全文下载: PDF HTML XML DOI:10.12677/AAM.2023.127342, July 28 2023

有界分红下带风险投资的复合Poisson-Geometric风险模型
A Compound Poisson-Geometric Risk Model with Risk Investment and Barrier Dividend

覃利华, 黄鸿君    国家自然科学基金支持

理论数学Vol.12 No.11, 全文下载: PDF HTML XML DOI:10.12677/PM.2022.1211203, November 16 2022

指数索赔下带有分红和随机保费相依模型的破产概率
Ruin Probability of Dependent Risk Model with Stochastic Premiums and Threshold Divided under Exponential Claims

王佳希   

理论数学Vol.14 No.4, 全文下载: PDF HTML XML DOI:10.12677/pm.2024.144106, April 10 2024

复合Poisson 模型带破产罚金的最优分红策略
Optimal Dividend-Penalty Strategy in the Compound Poisson Model

李静伟   

应用数学进展Vol.10 No.12, 全文下载: PDF HTML DOI:10.12677/AAM.2021.1012448, December 16 2021