Dividend Payments with a Threshold Strategy in a Markov-Dependent Risk Model
Dividend Payments with a Threshold Strategy in a Markov-Dependent Risk Model作者机构：School of Mathematics and Statistics Hubei Normal UniversityHuangshi 435002 Hubei China
出 版 物：《Wuhan University Journal of Natural Sciences》 (武汉大学学报（自然科学英文版）)
年 卷 期：2011年第16卷第1期
页 面：11-15页
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金：Supported by the Science and Technology Foundation of Hubei Province (D20092207) the Hubei Normal University Post-Graduate Foundation (2010C17)
主 题：Markov-dependent threshold dividend strategy dividend payments integro-differential equation
摘 要：In this paper,a Markov-dependent risk model with a threshold strategy is considered. The expected discounted dividend payments satisfy some integro-differential equations. The analytical solutions to these systems are given. Finally,some numerical exam-ples in some special cases are provided.
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