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 2 $b=8$, $v=0.93$, $q_0=0.9$, $q=0.2$, $q_1=0.2$, $\beta=\gamma=1$时, $V(u, b)$的值

$V(u, b)$ $u=0$ $u=1$ $u=2$ $u=3$ $u=4$ $u=5$ $u=6$ $u=7$ $u=8$ $\theta=0$ 0.7612 0.9249 1.0882 1.2519 1.4327 1.6373 1.8703 2.1362 2.4399 $\theta=0.25$ 0.7121 0.8950 1.0591 1.2205 1.3975 1.5972 1.8246 2.0840 2.3803 $\theta=0.5$ 0.6689 0.8687 1.0336 1.1930 1.3665 1.5620 1.7845 2.0382 2.3279 $\theta=0.75$ 0.6307 0.8454 1.0109 1.1686 1.3391 1.5309 1.7489 1.9976 2.2816 $\theta=1$ 0.5966 0.8246 0.9908 1.1468 1.3147 1.5031 1.7172 1.9614 2.2403