关于恒定股息界线的一种危险模型(毕业论文)翻译.docVIP

ABSTRACT摘要 This paper considers a risk model with a constant dividend barrier. It first 这篇文章谈论的是关于恒定股息界线的一种危险模型。 points out interesting connections between some previous results for this model and those for spectrally negative Lévy processes. An expression is then obtained for the joint distribution of the surplus immediately prior to ruin and the deficit at ruin, discounted from the time of ruin. Such an expression involves known results on the joint distribution at ruin for a classical risk model without barrier. Also discussed are the joint distributions related to the time periods when di