The perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy
Year: 2019
Journal of Information and Computing Science, Vol. 14 (2019), Iss. 1 : pp. 18–24
Abstract
In this paper, the perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy are considered. Firstly, the integro-differential equations with boundary conditions for the Gerber-Shiu function is discussed. Then the equation satisfying the ruin probability studied when the claim size is exponential function. Finally, Integro-differential equations with certain boundary for the moment-generation function of the present value of total dividends until ruin is derived.
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2024-JICS-22428
Journal of Information and Computing Science, Vol. 14 (2019), Iss. 1 : pp. 18–24
Published online: 2019-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 7