The perturbed compound Poisson-Geometric risk model with constant interest and a threshold dividend strategy
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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 = {2024},
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 = {1746-7659},
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 - 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.
Yemin Cui and Zuolei Wang. (2024). 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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