The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy | Zendy

Fanzi Zeng | Zendy; Jisheng Xu | Zendy

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The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy

Author(s) -

Fanzi Zeng,

Jisheng Xu

Publication year - 2013

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2013/981076

Subject(s) - dividend , constant (computer programming) , sinc function , mathematics , value (mathematics) , dual (grammatical number) , moment (physics) , function (biology) , econometrics , economics , mathematical analysis , statistics , physics , computer science , finance , art , literature , classical mechanics , evolutionary biology , biology , programming language

We consider the perturbed dual risk model with constant interest and a threshold dividend strategy. Firstly, we investigate the moment-generation function of the present value oftotal dividends until ruin. Integrodifferential equations with certain boundary conditions are derived for the present value of total dividends. Furthermore, using techniques of sinc numerical methods, we obtain the approximation results to the expected present value of total dividends. Finally, numerical examples are presented to show the impact of interest on the expected present value of total dividends and the absolute ruin probability

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