山东大学学报（理学版） ›› 2015, Vol. 50 ›› Issue (05): 74-81.doi: 10.6040/j.issn.1671-9352.0.2014.316
王翠莲, 刘晓
WANG Cui-lian, LIU Xiao
摘要： 假设分红只发生在一些随机的观测时间且按照障碍策略进行分红,得到了破产前折现分红随机变量的矩母函数、n阶矩函数和破产时间Laplace变换满足的微分方程,也得到了期望破产前折现分红和破产时间Laplace变换的显式表达式。
中图分类号:
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