A periodic dividend problem with inconstant barrier in Markovian environment
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| 024 | 7 | 0 | |a 10.1007/s10114-015-4228-2 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10114-015-4228-2 | ||
| 245 | 0 | 2 | |a A periodic dividend problem with inconstant barrier in Markovian environment |h [Elektronische Daten] |c [Fang Jin, Hui Ou, Xiang Yang] |
| 520 | 3 | |a Periodic dividend problem is a meaningful issue. Based on a compound binomial model with periodic dividend, we use a homogeneous, ergodic and irreducible discrete-time Markov chain to express the evolution from one period to the subsequent of the economic or the environmental and climatic conditions. We derive some properties about the model. A system of integral equations for the expectation and the r-th moment of discounted dividends until ruin time are obtained respectively. Moreover, by using of Contraction Mapping Principle, we solve the equation system and obtain the explicit expression. | |
| 540 | |a Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 | ||
| 690 | 7 | |a Periodic dividend |2 nationallicence | |
| 690 | 7 | |a Markovian environment |2 nationallicence | |
| 690 | 7 | |a inconstant barrier |2 nationallicence | |
| 690 | 7 | |a ruin time |2 nationallicence | |
| 690 | 7 | |a discounted dividends |2 nationallicence | |
| 690 | 7 | |a contraction mapping principle |2 nationallicence | |
| 700 | 1 | |a Jin |D Fang |u College of Mathematics and Computer Sciences, Hu'nan Normal University, 410081, Changsha, P. R. China |4 aut | |
| 700 | 1 | |a Ou |D Hui |u College of Mathematics and Computer Sciences, Hu'nan Normal University, 410081, Changsha, P. R. China |4 aut | |
| 700 | 1 | |a Yang |D Xiang |u College of Mathematics and Computer Sciences, Hu'nan Normal University, 410081, Changsha, P. R. China |4 aut | |
| 773 | 0 | |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/2(2015-02-01), 281-294 |x 1439-8516 |q 31:2<281 |1 2015 |2 31 |o 10114 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10114-015-4228-2 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10114-015-4228-2 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Jin |D Fang |u College of Mathematics and Computer Sciences, Hu'nan Normal University, 410081, Changsha, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Ou |D Hui |u College of Mathematics and Computer Sciences, Hu'nan Normal University, 410081, Changsha, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Yang |D Xiang |u College of Mathematics and Computer Sciences, Hu'nan Normal University, 410081, Changsha, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/2(2015-02-01), 281-294 |x 1439-8516 |q 31:2<281 |1 2015 |2 31 |o 10114 | ||