一类离散相依索赔风险模型的随机分红问题

陈密,聂昌伟,刘海燕

Randomized Dividends in a Discrete Risk Model with Time-Correlated Claims

Mi Chen,Changwei Nie,Haiyan Liu

表 1 $b=3$, $q_0=0.8$, $q=0.1$, $\theta=0.6$, $\beta=0.7$, $\gamma=0.6$时, $V(u, b)$的值

$V(u, b)$ $u=0$ $u=1$ $u=2$ $u=3$ $u=4$ $u=5$ $u=6$ $u=7$ $u=8$ $v=0.96$ 1.3615 1.6118 1.8653 2.0968 2.1991 2.2684 2.3146 2.3449 2.3649 $v=0.93$ 0.6677 0.8219 0.9908 1.1639 1.2221 1.2614 1.2873 1.3041 1.3150 $v=0.90$ 0.3999 0.5123 0.6439 0.7910 0.8309 0.8579 0.8579 0.8873 0.8950