CAJ | 학술논문

假设分红只发生在一些随机的观测时间且按照障碍策略进行分红，得到了破产前折现分红随机变量的矩母函数、n 阶矩函数和破产时间 Laplace 变换满足的微分方程，也得到了期望破产前折现分红和破产时间 Laplace 变换的显式表达式。
가설분홍지발생재일사수궤적관측시간차안조장애책략진행분홍，득도료파산전절현분홍수궤변량적구모함수、n 계구함수화파산시간 Laplace 변환만족적미분방정，야득도료기망파산전절현분홍화파산시간 Laplace 변환적현식표체식。
Assume that the dividends can only be paid at some randomized observation times and dividends were paid according to a barrier strategy,the differential equations for the moment-generating function,the n-th moment function and the Laplace transform of ruin time were derived.The explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time were also obtained.