A Note on the Perturbed Compound Poisson Risk Model with a Threshold Dividend Strategy  

作　　者：Bo Li Rong Wu 

机构地区：[1]School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China

出　　处：《Acta Mathematicae Applicatae Sinica》2009年第2期205-216,共12页应用数学学报（英文版）

基　　金：Supported by the National Basic Research Program of China(973 Program) 2007CB814905;the National Natural Science Foundation of China(No.10871102);the Research Fund of the Doctorial Program of Higher Education,the Keygrant Project of Chinese Ministry of Education(No.309009)

摘　　要：In this paper, we consider the Perturbed Compound Poisson Risk Model with a threshold dividend strategy （PCT）. Integro-differential equations （IDE） for its Cerber-Shiu functions and dividend payments function are stated. We maily focus on deriving the boundary conditions to solve these equations.In this paper, we consider the Perturbed Compound Poisson Risk Model with a threshold dividend strategy （PCT）. Integro-differential equations （IDE） for its Cerber-Shiu functions and dividend payments function are stated. We maily focus on deriving the boundary conditions to solve these equations.

关 键 词：Gerber-Shiu function threshold dividend strategy expected discounted payments function integro-differential equation 

分 类 号：O211.67[理学—概率论与数理统计] TP391.41[理学—数学]