The perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy
Authors
Yemin Cui and Zuolei Wang
Abstract
In this paper, the perturbed compound Poisson-Geometric risk model with constant interest and
a \u00a0threshold \u00a0dividend \u00a0strategy \u00a0are \u00a0considered. \u00a0Firstly, \u00a0the \u00a0integro-differential \u00a0equations \u00a0with \u00a0boundary
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. \u00a0
