Risk Model With Dividend Strategy And Exact Solutions Of OptimalDividend Barrier For SomeDistributions

The limits of the dividend are constant risk model the optimal method of dividendindustry estimates. The probability of insolvency in the sector after the introduction ofdividends. Insurers choose a dividend will be paid to policy holders of the rules, first ofall, assuming that the only time in bankruptcy T Prior to the issuance of dividends and,secondly, in order to evaluate dividend policy, it is necessary to introduce an intensity ofinterestδ> 0。In this way, the problem into finding a dividend payment to all theexpectations of the present value of the strategy to achieve maximum value, obviously thisis a non-trivial question: such as the premature release of more dividends, bankruptcywill occur earlier and vice versa, Such as the payment of dividends less start, althoughlater the dividend paid more, but discount the impact of the value of these dividends alsowill be smaller. Thus the determination of dividends sector is particularly important.References in this paper (2) the amount raised in the form of a special dividend underthe optimal method of the precise sector on the basis of。When p(x) comprehensivediscussion of the special circumstances (such as mixed-index distribution, the distributionof cards, Poisson distribution, the binomial distribution, geometric distribution, negativebinomial distribution, the normal distribution, gamma distribution, uniform distribution),whether through literature The way they draw the exact solutions. If there exact solutions,this paper, exact solutions of the explicit or implicit expression of expression. If there isno exact solutions, such as the normal situation. In this paper, the use of the asymptoticof a way to give his profession a dividend of asymptotic solution.The article of the first chapter of the classic brief account of the risk model, giventhe relative security of the load under the assumption that the three classic risk modelconclusions. In the final chapter I introduced the risk of a variety of promotional, andthe corresponding list of references. The second chapter of the sector with the dividendrisk model. And the introduction of the Laplace transform integral solution - di?erential equations (2.11).The articles in Chapter III, section I, when the amount of the introduction of themixed index for the distribution of dividends community a way of exact solutions. SectionII to IX were discussed when the amount of the distribution of all kinds can use the methodfor the first quarter dividend sector exact solutions. And in section IX of the final list whenthe claim was presented at their optimal distribution of various sectors of the dividendexact solutions. There is no exact solution to the distribution, in section 10 introduced asimilar expression of the asymptotic solution.