A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049)
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scientific article; zbMATH DE number 5659755
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| English | A note on the perturbed compound Poisson risk model with a threshold dividend strategy |
scientific article; zbMATH DE number 5659755 |
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A note on the perturbed compound Poisson risk model with a threshold dividend strategy (English)
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18 January 2010
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The authors consider the perturbed compound Poisson risk model with a threshold dividend strategy. In the context of this model, they state integro-differential equations for Gerber-Shiu functions and discounted dividend payments functions. The main contribution of the article is in deriving boundary conditions to solve these equations.
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Gerber-Shiu function
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expected discounted payments function
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integro-differential equations
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0.920278012752533
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0.8796291947364807
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0.8763306736946106
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0.8751834034919739
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