The perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy

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.