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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 981076, 9 pages
Research Article

The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy

College of Information Science and Engineering, Hunan University, Changsha 410012, China

Received 4 June 2013; Accepted 30 September 2013

Academic Editor: Juan C. Cortés

Copyright © 2013 Fanzi Zeng and Jisheng Xu. 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 perturbed dual risk model with constant interest and a threshold dividend strategy. Firstly, we investigate the moment-generation function of the present value of total dividends until ruin. Integrodifferential equations with certain boundary conditions are derived for the present value of total dividends. Furthermore, using techniques of sinc numerical methods, we obtain the approximation results to the expected present value of total dividends. Finally, numerical examples are presented to show the impact of interest on the expected present value of total dividends and the absolute ruin probability.