1) expectation of aggregate discounted dividends
期望折现分红
1.
The Integro-differential equation which is satisfied by the expectation of aggregate discounted dividends is given,a further explanation in the point view of killing process is involved.
考虑带常利率古典风险模型下的边界分红问题,给出了期望折现分红函数满足的积分-微分方程,并利用killing过程的观点给出了进一步的解释。
2) expected discounted dividend function
期望折现分红函数
3) the expected discounted dividend payments
红利折现期望
1.
Finally,a homogeneous integro-differential equation for the expected discounted dividend payments before ruin was derived.
介绍了带有阈值分红的索赔额相依风险模型,给出了Gerber-Shiu罚金折现函数满足的非齐次积分微分方程及其解的分析,并给出了红利折现期望满足的齐次积分微分方程。
2.
Finally,an homogeneous integro-differential equation for the expected discounted dividend payments before ruin is derived.
首先介绍带有阈值分红的索赔额相依风险模型,然后给出Gerber-Shiu折现罚金函数满足的积分微分方程及其解的分析,最后给出红利折现期望满足的齐次积分微分方程。
4) expected discounted value
期望折现
5) expected present value
期望折现值
1.
By approaching Brownian motion with compound Poisson model,the integro-differential equations are derived for V(x;b) which is the expected present value of all dividends before ruin.
考虑带扩散扰动的复合泊松模型上的按比例分红策略,运用复合泊松过程逼近布朗运动,得到了直至破产前所有分红的期望折现值V(x;b)所满足的微分积分方程组,当索赔是指数分布时,给出了V(x;b)的确切表达式。
6) expected discounted penalty function
罚金折现期望
1.
The Erlang(2) risk model with interest force is discussed and the integro-differential equation for the Gerber-Shiu expected discounted penalty function is studied in this paper.
讨论了常利率下Erlang(2)风险模型的罚金折现期望所满足的积分-微分方程,通过积分变换,得到它的级数形式的解。
2.
At first,we get the integro-differential equation satisfied by the expected discounted penalty function by using the method of renewal,and hence Laplace transform of it is derived.
首先通过更新论证的方法得到罚金折现期望满足的积分-微分方程,然后推导拉普拉斯变换的表达式,并就索赔额服从指数分布的情形得到了罚金折现期望的精确表达式。
补充资料：现金流量折现法
现金流量折现法——
现金流量折现法是指通过预测公司未来盈利能力，据此计算出公司净现值，并按一定的折扣率折算，从而确定股票发行价格。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条