On a Dual Model with Barrier Strategy

Yuzhen Wen and Chuancun Yin

Journal of Applied Mathematics, 2012, vol. 2012, 1-13

Abstract:

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.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:343794

DOI: 10.1155/2012/343794

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