Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin

作     者：DONG Hua ZHAO Xiang-hua DONG Hua;ZHAO Xiang-hua

作者机构：School of StatisticsQufu Normal UniversityQufu 273165China 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：2020年第35卷第3期

页      面：349-358页

核心收录：

学科分类：12[管理学] 02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 020204[经济学-金融学（含∶保险学）] 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 National Natural Science Foundation of China(11701319 11571198) 

主　　题：Spectrally negative Lévy risk model Randomized observation Barrier dividend Capital injection Absolute ruin 

摘      要：The spectrally negative Lévy risk model with random observation times is considered in this paper,in which both dividends and capital injections are made at some independent Poisson observation *** the absolute ruin,the expected discounted dividends and the expected discounted capital injections are *** also study the joint Laplace transforms including the absolute ruin time and the total dividends or the total capital *** the results are expressed in scale functions.