On a Dual Model with Barrier Strategy

Yuzhen Wen and Chuancun Yin

Journal of Applied Mathematics, 2012, vol. 2012, issue 1

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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https://doi.org/10.1155/2012/343794

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:343794

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