The perturbed compound Poisson risk mode
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Shan Gao; Zaiming Liu
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Article
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2010
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Elsevier Science
🌐
English
⚖ 555 KB
Shiu discounted penalty function Integro-differential equation a b s t r a c t In this paper, we consider the compound Poisson risk model perturbed by diffusion with constant interest and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-g