The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336): Difference between revisions
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Revision as of 22:31, 27 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The perturbed dual risk model with constant interest and a threshold dividend strategy |
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The perturbed dual risk model with constant interest and a threshold dividend strategy (English)
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16 August 2019
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Summary: We consider the perturbed dual risk model with constant interest and a threshold dividend strategy. Firstly, we investigate the moment-generation function of the present value of total dividends until ruin. Integrodifferential equations with certain boundary conditions are derived for the present value of total dividends. Furthermore, using techniques of sinc numerical methods, we obtain the approximation results to the expected present value of total dividends. Finally, numerical examples are presented to show the impact of interest on the expected present value of total dividends and the absolute ruin probability.
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