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Optimal Dividend Strategies in a Double Compound Poisson Risk Process
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作者 LI Shijun MING Ruixing HUANG Longshengt 《Wuhan University Journal of Natural Sciences》 CAS 2011年第2期133-138,共6页
In this paper, we consider a double compound Poisson risk model involving two independent classes ofinsurance risks with a threshold dividend strategy. We derived the integro-differential equations (IDE) with certai... In this paper, we consider a double compound Poisson risk model involving two independent classes ofinsurance risks with a threshold dividend strategy. We derived the integro-differential equations (IDE) with certain boundary conditions for the present value of dividends until ruin. When the claims from both classes are exponentially distributed, we show that the threshold dividend strategy is an optimal dividend strategy. 展开更多
关键词 double compound Poisson process the value function integro-differential equation threshold dividend strategy generalized Lundberg’s fundamental equation
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A PROPERTY OF THE RELATIVE SUBCODES
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作者 Zihui LIU Wende CHEN 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2010年第6期1231-1238,共8页
The relative subcodes are closely related to the concept of the relative generalized Hamming weight. Using projective geometry methods and the concept of the relative generalized Hamming weight, the authors prove a pr... The relative subcodes are closely related to the concept of the relative generalized Hamming weight. Using projective geometry methods and the concept of the relative generalized Hamming weight, the authors prove a property of the relative subcodes which substantially improves the existing result. 展开更多
关键词 Projective subspaces relative subcodes the relative generalized Hamming weight the value function.
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