The Research Of Some Problems About Threshold Dividend Strategy Based On Dependent Risk Model

At first,a threshold dividend strategy in a risk model with interclaim-dependent claim sizes is introduced.Then,an integro-differeential equation for the Gerber-Shiu discounted penalty function in this risk model is derived,and the solution to the Gerber-Shiu discounted penalty function is analyzed.Finally,an homogeneous integro-differential equation for the expected discounted dividend payments before ruin is derived.