在这份报纸,在有兴趣和一个经常的红利障碍的复合泊松风险模型的绝对毁灭被调查。首先,期望的打折的红利支付满足的 integro 微分的方程被导出。当单个主张尺寸是指数的时,明确的表情被获得分布式。第二,产生打折的红利的功能的片刻被考虑,并且产生的片刻满足的 integro 微分的方程打折的红利工作被导出。第三由一个微分参数,从给定的否定剩余的到零的恢复的时间被考虑。最后,让剩余过程到达红利障碍拿多长,被讨论。
In this paper, the absolute ruin in the compound Poisson risk model with interest and a constant dividend barrier is investigated. First, integro-differential equations satisfied by the expected discounted dividend payments are derived. The explicit expressions are obtained when the individual claim size is exponential distributed. Second, the moment generating function of the discounted dividends is considered, and integro-differential equations satisfied by the moment generating function of the discounted dividends are derived. Third, by a "differential" argument, the time to recovery to zero from a given negative surplus is considered. Finally, how long it takes for the surplus process to reach the dividend barrier is discussed.