The paper inverstigates the ruin problem in the dual model with a constant dividend barrier.The integral and integral-differential equations for expected discounted penalty function until ruin are derived.The probability in ruin with barrier dividend in the dual model is solved when the individual profit size distribution is exponential.
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付 燕.带壁分红策略下对偶模型的破产概率[J].重庆工商大学学报(自然科学版),2012,29(11):27-30 FU Yan. The Probability in Ruin with Barrier Dividend in the Dual Model[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2012,29(11):27-30