On the basis of a proportional reinsurance model with dividend process, we introduce a borrowing process into the state process, making up a new one that includes two processes.
在一类带分红过程比例再保险模型的基础上,把借贷过程这一因素考虑进去,构造了一新的包括分红过程和借贷过程的比例再保险模型。
A class of proportional reinsurance surplus model with dividend process is investigated.
主要考虑一类带红利的比例再保险盈余模型。
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