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

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Volume 14, Issue 1

Yemin Cui and Zuolei Wang

J. Info. Comput. Sci. , 14 (2019), pp. 018-024.

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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.

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@Article{JICS-14-018, author = {Yemin Cui and Zuolei Wang}, title = {The perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy}, journal = {Journal of Information and Computing Science}, year = {2019}, volume = {14}, number = {1}, pages = {018--024}, 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. }, issn = {3080-180X}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jics/22428.html} }

TY - JOUR T1 - The perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy AU - Yemin Cui and Zuolei Wang JO - Journal of Information and Computing Science VL - 1 SP - 018 EP - 024 PY - 2019 DA - 2019/03 SN - 14 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jics/22428.html KW - AB - 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.

Yemin Cui and Zuolei Wang. (2019). The perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy. Journal of Information and Computing Science. 14 (1). 018-024. doi:

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