具有随机红利支付的复合马尔可夫二项模型的期望贴现惩罚函数

摘要

本文研究具有随机红利支付的复合马尔可夫二项模型，当保险公司的资本盈余为非负时则以一定的概率支付1个单位的红利。对于此类离散时间更新风险过程，得到了条件Gerber-Shiu期望贴现惩罚函数所满足的瑕疵更新方程。%In this paper, we study the compound Markov binomial model with randomized decisions on paying dividends. The insurer pays a dividend of 1 with a probability q0 when the surplus is greater than or equal to 0. Introduce the dividend bound to the compound binomial model .We will derive defective renewal equation for the Gerber-Shiu discounted penalty function.