%0 Journal Article
%T On a Class of Dual Model with Divided Threshold
%A Yuzhen Wen
%J Advances in Pure Mathematics
%P 54-58
%@ 2160-0384
%D 2011
%I Scientific Research Publishing
%R 10.4236/apm.2011.13012
%X In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends until ruin. The case when profits follow an exponential distribution is solved.
%K Threshold Strategy
%K Dual Risk Model
%K Generalized Erlang (n) Risk Process
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=5189