A note on the perturbed compound Poisson risk model with a threshold dividend strategy
The authors consider the perturbed compound Poisson risk model with a threshold dividend strategy. In the context of this model, they state integro-differential equations for Gerber-Shiu functions and discounted dividend payments functions. The main contribution of the article is in deriving boundary conditions to solve these equations.
scientific article; zbMATH DE number 5659755