考虑了具有随机消费的带恒定红利界的对偶干扰风险模型.分别建立了破产前红利支付与期望折现罚函数所满足的积分-微分方程.当消费量与收入量均为指数分布时,得到了破产前红利支付与破产时间的解析表达式,并列举了数值例子.
In this paper,we consider the dual risk model perturbed by diffusion with stochastic expense and a barrier strategy.We set up the integro-differential equations with certain boundary conditions for the expected discounted penalty function and the dividend payments until ruin respectively.Explicit expressions for the dividend payments until ruin and the time of ruin are derived when the expense amounts and gain sizes both are exponentially distributed.Finally,Numerical examples are considered.