带注资与障碍分红策略的复合泊松风险模型

We assume that the surplus level of an insurance company can only be observed at discrete time points, then a new risk model is proposed in this paper by introducing periodic capital injection strategy and barrier dividend strategy into the classical risk model. We deduce the explicit expressions of the Gerber-Shiu function by assuming that the inter-observation times are exponential distributed, respectively. In addition, the expected discounted capital injection and the expected discounted dividend functions are studied.