一类离散相依索赔风险模型的随机分红问题

Loading [MathJax]/jax/output/HTML-CSS/jax.js

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 3

$v=0.93$

,

$q_0=0.9$

,

$q=0.2$

,

$q_1=0.2$

,

$\theta=0.5$

,

$\beta=0.7$

,

$\gamma=0.8$

时,

$V(u, b)$

的值

$V(u, b)$	$b=1$	$b=2$	$b=3$	$b=4$	$b=5$	$b=6$	$b=7$	$b=8$	$b=9$	$b=10$
$u=1$	1.6893	1.4971	1.3001	1.1123	0.9449	0.8003	0.6765	0.5710	0.4816	0.4058
$u=2$	1.9841	1.9125	1.6609	1.4209	1.2072	1.0223	0.8642	0.7296	0.6153	0.5184
$u=3$	2.2042	2.1461	2.0305	1.7371	1.4759	1.2499	1.0565	0.8919	0.7522	0.6338
$u=4$	2.3646	2.3201	2.2204	2.0786	1.7660	1.4955	1.2641	1.0672	0.9001	0.7584
$u=5$	2.4837	2.4489	2.3625	2.2405	2.0902	1.7701	1.4963	1.2632	1.0654	0.8976