带阀值分红和征税的古典风险模型.pdfVIP

 Poisson . ,  ,  . Gerber-Shiu - . , . ℄: ℄℄,  Albrecher-Hipp , ,  cdt − dS (t), Rα,γ (t) (Mα,γ (t) ∧ b),       (c − α)dt − dS (t), b ≤ Rα,γ (t) Mα,γ (t), dRα,γ (t) = (1.2