OPTIMAL DIVIDEND-PENALTY STRATEGIES FOR INSURANCE RISK MODELS WITH SURPLUS-DEPENDENT PREMIUMS

• 作 者: 李静伟 刘国欣 赵锦艳
• 机 构: SchoolofEconomicsandManagement,DepartmentofAppliedMathematicsandPhysics,SchoolofScience
• 出 处: 数学物理学报:B辑英文版
• 发表日期: 2020年1期
• 关键词: band strategy risk models with surplus-dependent PREMIUMS HJB equation VISCOSITY
• 基金项目: supported by National Natural Science Foundation of China(11471218),Hebei Higher School Science and Technology Research Projects(ZD20131017),Joint Doctoral Training Foundation of HEBUT(2018GN0001)

This paper concerns an optimal dividend-penalty problem for the risk models with surplus-dependent premiums.The objective is to maximize the difference of the expected cumulative discounted dividend payments received until the moment of ruin and a discoun