On a Dual Model with Barrier Strategy
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 pa...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/343794 |
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| _version_ | 1850120680016707584 |
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| author | Yuzhen Wen Chuancun Yin |
| author_facet | Yuzhen Wen Chuancun Yin |
| author_sort | Yuzhen Wen |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-60a8a6bb9bbd4dcb87a839ba081f07e2 |
| institution | OA Journals |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-60a8a6bb9bbd4dcb87a839ba081f07e22025-08-20T02:35:18ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/343794343794On a Dual Model with Barrier StrategyYuzhen Wen0Chuancun Yin1School of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, ChinaSchool of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, ChinaWe 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.http://dx.doi.org/10.1155/2012/343794 |
| spellingShingle | Yuzhen Wen Chuancun Yin On a Dual Model with Barrier Strategy Journal of Applied Mathematics |
| title | On a Dual Model with Barrier Strategy |
| title_full | On a Dual Model with Barrier Strategy |
| title_fullStr | On a Dual Model with Barrier Strategy |
| title_full_unstemmed | On a Dual Model with Barrier Strategy |
| title_short | On a Dual Model with Barrier Strategy |
| title_sort | on a dual model with barrier strategy |
| url | http://dx.doi.org/10.1155/2012/343794 |
| work_keys_str_mv | AT yuzhenwen onadualmodelwithbarrierstrategy AT chuancunyin onadualmodelwithbarrierstrategy |