On a dual model with barrier strategy (Q442880)
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scientific article; zbMATH DE number 6063366
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| English | On a dual model with barrier strategy |
scientific article; zbMATH DE number 6063366 |
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On a dual model with barrier strategy (English)
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6 August 2012
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Summary: We consider the dual of the generalized Erlang\((n)\) risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment-generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.
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Erlang\((n)\) risk model
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0.8982009291648865
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0.8807439208030701
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0.8740686178207397
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0.8703250885009766
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0.8672478199005127
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