On a Class of Dual Model with Divided Threshold

DOI: 10.4236/apm.2011.13012   PDF   HTML     5,257 Downloads   10,112 Views   Citations


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.

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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.

Conflicts of Interest

The authors declare no conflicts of interest.


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