封面
声明
中文摘要
英文摘要
目录
Contents
Chapter 1 Preface
§1.1 Some risk mo dels
§1.2 Dividend Strategy
§1.3 L′evy pro cesses
Chapter 2 Exit problems for jump pro cesses with applications to dividend problems
§2.1 Intro duction
§2.2 First passage problems
§2.3 Dividend problems
Chapter 3 The optimality of the threshold strategy for sp ectrally negative L′evy pro cesses
§3.1 Intro duction
§3.2 Mathematical mo del
§3.3 The HJB equation and verification of optimality
§3.4 Threshold dividend strategies
§3.5 Optimal dividend strategies
Chapter 4 The first passage time problem for mixed-exp onential jump pro cesses with applications in insurance and finance
§4.1 Intro duction
§4.2 Mathematical mo del
§4.3 First passage problems
§4.4 Applications to Gerb er-Shiu functions
§4.5 The pricing of path-dep endent options
§4.6 The price of the zero-coup on b ond
Chapter 5 Optimal dividend problem for a generalized comp ound Poisson risk mo del
§5.1 Intro duction
§5.2 Problem setting
§5.3 Log-convexity and complete monotonicity
§5.4 Main results
§5.5 Pro of of main results
参考文献
攻读博士期间发表和完成的论文
致谢