| Abstract | 第1-5页 |
| 摘要 | 第5-8页 |
| Chapter 1 Introduction | 第8-13页 |
| Chapter 2 The expected discounted penalty function of the double compound Poisson risk model with threshold strategy | 第13-22页 |
| ·Preliminaries | 第13-14页 |
| ·Integro-di?erential equations of the expected discounted penalty func-tion | 第14-16页 |
| ·Analysis of the expected discounted penalty function | 第16-22页 |
| ·The Laplace transformation of m11(u) and m21(u) | 第16-18页 |
| ·Analytical expressions for m12(u) and m22(u) | 第18-22页 |
| Chapter 3 The value function of the double compound Poisson risk model with threshold dividend strategy | 第22-31页 |
| ·The value function and Integro-di?erential equations | 第22-26页 |
| ·Explicit expression for the exponential claim distributions | 第26-28页 |
| ·The optimal dividend strategy | 第28-31页 |
| Chapter 4 The related problems of the risk model involving Poisson and Erlang(n) processes | 第31-38页 |
| ·Preliminaries | 第31-32页 |
| ·Inter-di?erential equation system of the expected discounted penlaty function | 第32-35页 |
| ·Analysis of the expected discounted penalty function | 第35-38页 |
| ·the Laplace transforms of mj11(u) and mj21(u) (j = 1, ....n)On the risk models involving two classes of claims with threshold dividend | 第35-36页 |
| ·A system of renewal equations for mj12(u) and mj22(u) (j =1,...n) | 第36-38页 |
| Chapter 5 Further researches | 第38-42页 |
| ·The value function and Integro-di?erential equations | 第38-42页 |
| Bibliography | 第42-45页 |
| 致谢 | 第45-46页 |
| Publications | 第46页 |
