观察时间服从Erlang(n)分布的对偶模型红利支付

摘要

本文研究了观察时间服从Erlang(n)分布的对偶模型红利支付问题.在收益额的拉普拉斯变换是有理拉普拉斯变换的情况下,获得了破产之前总贴现红利V(u;b)的求解方法.该结果推广了文献[8]的相应结论.%In this paper,we consider the dividend payments in the dual model with Erlang(n) distributed observation times. We derive and solve the integral equations satisfied by the expected discounted dividends until ruin when the Laplace transform of a general gain distribution follows the rational case,which extends some corresponding results in[8].