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您的检索式：作者名="Ming Ruixing"
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| 1 | On the expected discounted penalty function for risk process with tax显示文摘 | Wang Wenyuan Ming Ruixing Hu Yijun | 2011 | Statistics and Probability Letters2011，81，： | 1 |
| 2 | The Optimal Dividend Barrier in the Perturbed Compound Poisson Risk Model with Randomized Observation Time显示文摘This paper considers the dividend problems in the perturbed compound Poisson risk model.Assume that dividends can only be paid at the observation time when the surplus exceeds the barrier level and the excess is paid as dividend.In this paper,integro-differential equations for the expected discounted dividends until ruin and the Laplace transform of ruin time are firstly derived.When the claim is exponentially distributed,explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time are also obtained.Finally,the optimal dividend barrier which maximizes the expected discounted dividends until ruin is given. | LIU Xiao CHEN Zhenlong MING Ruixing | 2015 | Journal of Systems Science & Complexity2015，28，2： | 1 |
| 3 | Optimal Dividend Strategies in a Double Compound Poisson Risk Process显示文摘In this paper, we consider a double compound Poisson risk model involving two independent classes ofinsurance risks with a threshold dividend strategy. We derived the integro-differential equations (IDE) with certain boundary conditions for the present value of dividends until ruin. When the claims from both classes are exponentially distributed, we show that the threshold dividend strategy is an optimal dividend strategy. | LI Shijun MING Ruixing HUANG Longshengt | 2011 | Wuhan University Journal of Natural Sciences2011，16，2： | 0 |
| 4 | A Large Deviation Principle for the Risk Process with Varying Premium显示文摘Letu∈R ,for any ε>0,the processes X ε = { X ε(t ); 0 ≤ t≤ 1}are governed by the following random evolution equations d X ε ( t ) = b ( X ε ( t ),ν ( t ))dt-εd St/ε,where S = {S t ; 0≤ t ≤1 } is a compound Poisson process,the process ν = {ν (t ); 0 ≤ t≤1 } is independent of S and takes values in R m.We derive the large deviation principle for{( X ε ,ν (·) );ε>0}when ε↓ 0 by ap-proximation method and contraction principle,which will be meaningful for us to find out the path property for the risk process of this type. | HE Xiaoxia MING Ruixing HU Yijun | 2007 | Wuhan University Journal of Natural Sciences2007，12，3： | 0 |
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