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 - 2024
DA - 2024/01
SN - 14
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jics/22428.html
KW -  Constant  interest
KW -   Threshold  dividend  strategy
KW -   Gerber-Shiu  discounted  penalty  function
KW -  
Integro-differential equation. 

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.