On a Dual Model with Barrier Strategy
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-06-21
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Wen, Yuzhen& Yin, Chuancun. 2012. On a Dual Model with Barrier Strategy. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-993166
Modern Language Association (MLA)
Wen, Yuzhen& Yin, Chuancun. On a Dual Model with Barrier Strategy. Journal of Applied Mathematics No. 2012 (2012), pp.1-13.
https://search.emarefa.net/detail/BIM-993166
American Medical Association (AMA)
Wen, Yuzhen& Yin, Chuancun. On a Dual Model with Barrier Strategy. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-993166
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993166