A Note on the Perturbed Compound Poisson Risk Model with a Threshold Dividend Strategy

被引：0
|
作者：
Bo Li~1
机构：
来源：
Acta Mathematicae Applicatae Sinica | 2009年 / 25卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Gerber-Shiu function; threshold dividend strategy; expected discounted payments function; integro-differential equation;
D O I：
暂无
中图分类号：
O211.67 [期望与预测];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper,we consider the Perturbed Compound Poisson Risk Model with a threshold dividend strategy(PCT).Integro-differential equations(IDE) for its Gerber-Shiu functions and dividend payments function are stated.We maily focus on deriving the boundary conditions to solve these equations.
引用
收藏
页码：205 / 216
页数：12
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