In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends until ruin. The case when profits follow an exponential distribution is solved.


Threshold Strategy, Dual Risk Model, Generalized Erlang (n) Risk Process

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Y. Wen, "On a Class of Dual Model with Divided Threshold," Advances in Pure Mathematics, Vol. 1 No. 3, 2011, pp. 54-58. doi: 10.4236/apm.2011.13012.
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