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In this paper, a discrete-time risk model with random income and a constant dividend barrier is considered. Under such a dividend policy, once the insurer’s reserve hits the level  b b &gt; 0 , the excess of the reserve over  b is paid off as dividends. We derive a homogeneous difference equation for the expected present value of dividend payments. Corresponding solution procedures for the difference equation are invested. Finally, we give a numerical example to illustrate the applicability of the results obtained.

On a Discrete-Time Risk Model with Random Income and a Constant Dividend Barrier