门槛分红策略下带两类索赔风险过程模型的研究-概率论与数理统计专业毕业论文.docxVIP

AbstractIn Abstract In this thesis。we consider a risk model with two independent classes of insurance risks．The expected discounted penalty(Gerber·Shiu)function and the expectation of the present value of all dividends until ruin(the value function)for the risk model on a threshold dividend strategy are studied．The thesis is divided into 5 chapters． In chapter 1，the classical compound Poisson risk model，the risk model in- volving two independent classes of insurance risks and two core problems in the actuarial literature，the expected discounted penalty function and dividend strategy al-e intr