﻿ 基于常利率投资和线性阈值分红策略下的绝对破产模型

# 基于常利率投资和线性阈值分红策略下的绝对破产模型The Absolute Ruin Risk Model with Constant Interest Investment and a Linear Threshold Dividend Strategy

Abstract: In this paper, the classical absolute ruin risk model and that model with interference are re-searched based on constant interest investment and a linear threshold barrier dividend strategy. First, renewal equations of moment-generating function and n-th moment with present value of total dividends until absolution ruin are obtained. Second, partial integro-differential equations of Gerber-Shiu function are given.

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