Dissertation > Excellent graduate degree dissertation topics show

A class of perturbations on the classical model with optimal dividend problem

Author: YinYanYan
Tutor: YinChuanCun
School: Qufu Normal University
Course: Probability Theory and Mathematical Statistics
Keywords: Compound Poisson model with disturbance Bounded dividend rate Unbounded dividend rate Valued function Optimal dividend policy
CLC: F840
Type: Master's thesis
Year: 2011
Downloads: 26
Quote: 0
Read: Download Dissertation

Abstract


This paper studies the compound Poisson model with disturbance ( also known as the classic model ) to consider the time value of bankruptcy optimal dividend problem since risk model issues after dividends , dividends problem immediately become a research hotspot actuarial mathematics , many papers carried out research and promotion , in order to better meet practical requirements . article first introduces a consider both expected discounted dividends and consider the time value of bankruptcy -valued function , then the new value of the function , the study of complex mooring with disturbance optimal dividend Problem loose paper is divided into first chapter gives the optimal dividend problem significance and research status . chapter describes the classical model with disturbance prior knowledge and dividends functions, etc. the third chapter in the dividend rate is bounded in the case of compound Poisson model with disturbance of the optimal dividend conducted a study to prove that when the amount claimed is exponentially distributed , the threshold dividend strategy is the optimal strategy . fourth Chapter dividend rate is unbounded in the case study of the problem , this time proved optimal dividend policy strategy for the disorder .

Related Dissertations

  1. The Penalty Function、 Value Function and Their Application : Dividend-Reinsurance Strategy,F840
  2. Optimal Dividend and Capital Injections in Classical Risk Model under Power Utility,F840
  3. Computer Generated Hologram Encoding Technique,O438.1
  4. Optimal dividend with dividend trading fee and transaction tax,F812.42
  5. Subdifferential and Duality of Interval Valued Functions,O177.1
  6. n- dimensional interval vector with the n- dimensional interval-valued function,O159
  7. The Research of Integral on Fuzzy Sets,O159
  8. New Ways of Study for Fuzzy Complex Analysis,O159
  9. Fuzzy Complex-valued Measures and Fuzzy Complex-valued Integral,O159
  10. Mcshane Integral of Both-branch-fuzzy-valued Functions and Its Generalization,O159
  11. Gravity basic data processing,P227
  12. Some Properties on Operator-valued Functions,O177
  13. How Subject and Situation Factor Effect the Risk Decision Behavior,C934
  14. The Henstock Integral of Banach-Valued Functions and Discontinuous System of Differential Equations,O172.2
  15. Feedback Null Controllability of the Semilinear Heat Equation,O232
  16. Dynamic Model for the Relationship between Military Spending and Economic Growth,O221.3
  17. Convergences and Choquet Integral of Set-valued Functions on Fuzzy Measure Space,O159
  18. The Convergence and Continuity of Set-valued Functions on Fuzzy Measure Space,O159
  19. Moment Characterization of Generalized Operators and Its Applications,O211.6
  20. The Integrals, Numerical Integrals and Differentials of Fuzzy-number-valued Functions on Infinite Interval,O159

CLC: > Economic > Fiscal, monetary > Insurance > Insurance Theory
© 2012 www.DissertationTopic.Net  Mobile