Absolute Ruin Problems for the Risk Processes with Interest and a Constant Dividend Barrier |
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| Authors: | YUAN Haili HU Yijun QIN Qianqing School of Mathematics Statistics Wuhan University Wuhan Hubei China State Key Laboratory of Information Engineering in Surveying Mapping Remote Sensing |
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| Institution: | YUAN Haili1,HU Yijun1,QIN Qianqing2 1.School of Mathematics and Statistics,Wuhan University,Wuhan 430072,Hubei,China,2.State Key Laboratory of Information Engineering in Surveying,Mapping and Remote Sensing |
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| Abstract: | In this paper,the absolute ruin in the compound Poisson risk model with interest and a constant dividend barrier is investigated.First,integro-differential equations satisfied by the expected discounted dividend payments are derived.The explicit expressions are obtained when the individual claim size is expo-nential distributed.Second,the moment generating function of the discounted dividends is considered,and integro-differential equations satisfied by the moment generating function of the discounted divid... |
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| Keywords: | compound Poisson risk model interest constant dividend barrier dividend payment duration |
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