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研究了当分红边界给定时﹐跳扩散风险过程的最优投资和最优红利问题。假设红利支付策略是边界分红策略﹐也就是当盈余超出一常数边界﹐超出部分立即作为红利支出﹐否则没有红利支出。保险人可以在风险资产和无风险资产上投资。研究了当分红边界给定时﹐跳扩散风险过程的最优投资策略和最优红利。当理赔为一些特殊分布时﹐给出了计算最优投资策略和最优红利的方法﹐分别为An=u-roσ2Wn-ρβσ,vn≈n>i=0ui h。
The optimal investment and optimal dividend of the risk-diffusion process are studied when the dividend boundary is given. Assuming the dividend payout strategy is the dividend payout policy, that is, when the surpluses exceed a constant bound, the excess is immediately paid as dividends or there is no dividend payout. Insurers can invest in risky and riskless assets. The optimal investment strategy and optimal dividend for the risk-diffusion process are studied when the dividend boundary is given. When the claims are some special distributions, the methods to calculate the optimal investment strategy and the optimal dividend are given, which are respectively An = u-roσ2Wn-ρβσ, vn≈n> i = 0ui h.