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