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13 个结果
  • 简介:Thispaperconsidersaclassofdelayedrenewalriskprocesseswithathresholddividendstrategy.ThemainresultisanexpressionoftheGerber-ShiuexpecteddiscountedpenaltyfunctioninthedelayedrenewalriskmodelintermsofthecorrespondingGerber-Shiufunctionintheordinaryrenewalmodel.Subsequently,thisrelationshipisconsideredinmoredetailinboththestationaryrenewalriskmodelandtheruinprobability.

  • 标签: 风险过程 延迟 更新风险模型 重建模型 函数计算 破产概率
  • 简介:这份报纸学习毁灭的概率的完全的monotonicity在古典风险模型和古典风险为那建模被散开使不安。作为一个副产品,作者由于Loeffen(2008)在最佳的红利问题上把一个其他的证明给结果。

  • 标签: 完全单调性 破产概率 古典风险模型 副产品
  • 简介:在一个经常的红利障碍和周期性地付钱的红利下面在剩余上与利息考虑复合二项式的风险模型。为打折的红利支付的金额的任意的时刻的不可分的方程的一个系统被导出直到毁灭。而且在一个很放松的条件下面,任意的时刻的解决方案被因为不可分的方程的系统的一个特殊性质,安装重复进程获得。

  • 标签: 复合二项模型 屏障 复合二项风险模型 积分方程组 迭代过程
  • 简介:Thispaperestablishedanequilibriummodelincludingrepresentativehousehold,government,andeightindustries,andtwodifferentenvironmentalpolicytoolssuchascarbonintensityandcarboncapwereaddedintothemodel.Thepaperpointsoutthatthecarbonintensitypolicyimposedonmajorhigh-emissionindustriesachieveddoubledividendofenvironmentalqualityimprovementandsustainableeconomicgrowthundertheconditionofproperconstrainttarget.ThisresultsupportstheenvironmentalPorterhypothesis.Thispaperfindsoutthatthedoubledividendisduetothefactthatenvironmentalgovernancepolicyleadstotherisingpriceofresourcesanddemandoflabors,resultinginaneffectiveredistributionofproductionfactorsamongindustriesandsustainableeconomicgrowth.Furthermore,thispaperestimatesthemarginaleffectofeconomicstructureoncarbonemissionandcarbonintensityandprovidestargetedsuggestions.

  • 标签: CARBON INTENSITY INDUSTRIAL structure ECONOMIC GROWTH
  • 简介:Thispaperconsidersaperturbedrenewalriskprocessinwhichtheinter-claimtimeshaveaphase-typedistributionunderathresholddividendstrategy.Integro-differentialequationswithcertainboundaryconditionsforthemoment-generatingfunctionandthemthmomentofthepresentvalueofalldividendsuntilruinarederived.Explicitexpressionsfortheexpectationofthepresentvalueofalldividendsuntilruinareobtainedwhentheclaimamountdistributionisfromtherationalfamily.Finally,wepresentanexample.

  • 标签: 风险模型 干扰 相带 矩生成函数 风险过程 积分方程