一类离散相依索赔风险模型的随机分红问题

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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