| 摘要 | 第1-11页 |
| Abstract | 第11-19页 |
| 1 Preliminaries | 第19-27页 |
| ·The Classical Risk Model | 第19-21页 |
| ·Gerber-Shiu Function | 第21-22页 |
| ·Expected Discounted Dividends | 第22-24页 |
| ·Tax Pavinents Problem | 第24-27页 |
| 2 Calculations of Ruin Probabilities concerning with Claim Oc currences | 第27-45页 |
| ·Introduction | 第27-30页 |
| ·On the Number of Claims Before Ruin | 第30-38页 |
| ·The Final Time Before Ruin Caused by Oscillation | 第38-40页 |
| ·Examples | 第40-45页 |
| 3 The Maximum Surplus before Ruin and Related Problems in the Jump-Diffusion Renewal Risk Process | 第45-81页 |
| ·The Generalized Erlang(n) Risk Model Perturbed by Diffusion | 第45-60页 |
| ·Introduction | 第46-48页 |
| ·The Maximum Surplus before Ruin | 第48-51页 |
| ·Main Results | 第51-58页 |
| ·The Result of χ(u,b) for n=2 and λ1=λ2=λ | 第58-60页 |
| ·Sparre Andersen Risk Model Perturbed by Diffusion with Phase-type Inter-claim Times | 第60-81页 |
| ·Introduction | 第60-62页 |
| ·The Model | 第62-64页 |
| ·The Maximum Surplus before Ruin | 第64-68页 |
| ·Main Results | 第68-76页 |
| ·The Expected Present Value of Dividends until Ruin | 第76-81页 |
| 4 The Markov Regime-switching Risk Model Perturbed by Dif-fusion under a Threshold Dividend Strategy | 第81-109页 |
| ·Introduction | 第81-83页 |
| ·The Model | 第83-84页 |
| ·Auxiliary Results | 第84-89页 |
| ·Main Results | 第89-99页 |
| ·Analytical Expression for Gerber-Shiu Function in Risk Model U_b(t) | 第89-92页 |
| ·The values of κ(b) and Φ'(0) | 第92-97页 |
| ·The expected present value of dividends until ruin | 第97-99页 |
| ·Expression for M_l(u) and N_l(u) for Rational Claims | 第99-102页 |
| ·Numerical Illustrations | 第102-109页 |
| 5 The Risk Process with Interest Earnings and Tax Payments | 第109-137页 |
| ·A Consta Interest Risk Model with Tax Payments | 第109-127页 |
| ·Introduction | 第109-110页 |
| ·The Model | 第110-112页 |
| ·The Expected Discounted Tax Payments | 第112-119页 |
| ·Optimality of The Tax Barrier | 第119-127页 |
| ·On a Risk Model with Debit Interest and Tax Payments | 第127-137页 |
| ·Introdution | 第127-129页 |
| ·Preliminary Results | 第129-134页 |
| ·Expression for the Expected Discounted Tax Pay-ments | 第134-137页 |
| 6 Conclusions | 第137-139页 |
| Bibliography | 第139-151页 |
| Acknowledgements | 第151-153页 |
| Resume and Publications | 第153-154页 |
