A note on the perturbed compound poisson risk model with a threshold dividend strategy

被引：1

作者：

Li, Bo ^{[1
]}

Wu, Rong

机构：

[1] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 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; DISCOUNTED PENALTY; JUMP-DIFFUSION; RUIN; TIME;

D O I：

10.1007/s10255-007-7016-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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

页码：205 / 216

页数：12

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