Period Of Mixed Dividend Policy Of The Classical Risk Model

This dissertation is devoted to dealing with ruin theory of the compoundPoisson risk model with multiple hybrid dividend strategies. The main objectiveinclude the Gerber-Shiu expected discounted penalty function and the expecteddiscounted dividends function.Dividends originates from a paper of De Finetti published in1957. In hispaper, De Finetti proposed dividend strategies for insurance risk model. Fromthen, many papers have studied the compound Poisson risk model with bar-rier dividend strategy and threshold dividend strategy. Based on this, we getthe integro-diferential equation of the Gerber-Shiu expected discounted penal-ty function on the compound Poisson risk model with multiple hybrid dividendstrategies. At the same time, we get the integro-diferential equation of the ex-pected discounted dividends function.According to the contents,this dissertation is divided into three chapters:Chapter1is preface, we mainly introduce ruin theory of the compoundPoisson risk model and the promotion for the risk model with dividend.In chapter2we mainly discuss the Gerber-Shiu expected discounted penaltyfunction, and prove it satisfies for the integro-diferential equation, In Chapter3we mainly discuss the expected discounted dividends function,and prove it satisfies for the integro-diferential equation,...