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 - 2019
DA - 2019/03
SN - 14
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jics/22428.html
KW - 
AB - In this paper, the perturbed compound Poisson-Geometric risk model with constant interest and 
a &nbsp;threshold &nbsp;dividend &nbsp;strategy &nbsp;are &nbsp;considered. &nbsp;Firstly, &nbsp;the &nbsp;integro-differential &nbsp;equations &nbsp;with &nbsp;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. &nbsp;