| Abstract | 第1-8页 |
| 摘要 | 第8-13页 |
| 1 Introduction | 第13-21页 |
| ·Background | 第13-19页 |
| ·Organization and Main Contents of This Thesis | 第19-21页 |
| 2 Perturbed compound Poisson risk model with a threshold dividend strategy | 第21-37页 |
| ·Introduction | 第21-23页 |
| ·Preliminaries | 第23-29页 |
| ·The related process | 第23-27页 |
| ·The solution to defective IDE | 第27-29页 |
| ·Integro-differential Equations for the Gerber-Shiu function | 第29-32页 |
| ·Integro-differential Equations for the expected discounted dividend payments function | 第32-33页 |
| ·Conclusions | 第33-37页 |
| 3 The dividend function in the jump-diffusion dual model with barrier dividend strategy | 第37-51页 |
| ·Introduction | 第37-39页 |
| ·Preliminaries | 第39-41页 |
| ·Integro-differential Equations and their Solution | 第41-44页 |
| ·Example | 第44-51页 |
| 4 Study of Markov-modulated jump-diffusion risk process | 第51-99页 |
| ·A renewal jump-diffusion process | 第51-61页 |
| ·Risk process analyzed as fluid flow | 第53-56页 |
| ·Fundamental quantities of(R(s),J(s)) | 第56-61页 |
| ·Markov-modulated jump-diffusion process | 第61-79页 |
| ·The generalization of fluid flow(R(s),J(s)) | 第62-67页 |
| ·Back to the risk process | 第67-68页 |
| ·Passage times of the Markov-modulated process | 第68-70页 |
| ·The joint distribution of(Υ_0,U(Υ_0-),U(Υ_0)) | 第70-74页 |
| ·Example | 第74-79页 |
| ·Markov-modulated jump-diffusion process with the presence of threshold dividend | 第79-88页 |
| ·The auxiliary vector V(u,b) | 第82-84页 |
| ·The auxiliary matrix(φ_(ij)(u,b)) | 第84页 |
| ·Main results | 第84-86页 |
| ·Examples | 第86-88页 |
| ·Markov-modulated jump-diffusion process with multi-layer dividend strategy | 第88-99页 |
| ·Risk model with multi-layer dividend | 第90-92页 |
| ·Main results | 第92-94页 |
| ·Example | 第94-99页 |
| Bibliography | 第99-107页 |
| Acknowledgements | 第107-108页 |
| Resume and Publications | 第108页 |
