On a Dual Model with Barrier Strategy

Yuzhen Wen and Chuancun Yin School of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, China Correspondence should be addressed to Yuzhen Wen, [email protected] Received 5 February 2012; Revised 16 April 2012; Accepted 20 April 2012 Academic Editor: Laurent Gosse Copyright q 2012 Y. Wen and C. Yin. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We consider the dual of the generalized Erlang n risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment-generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.