A perturbed risk model with constant interest and periodic barrier dividend strategy.

This paper studies the discounted Gerber-Shiu type function for a perturbed actuarial risk model with interest and periodic dividend strategy. Under the assumption of exponentially distributed inter-observation times, some integro-differential equations of the discounted Gerber-Shiu type function at ruin are presented. For exponential claim amounts, explicit expressions satisfied by the Laplace transforms of ruin time are provided and some numerical examples are investigated to demonstrate our results. [ABSTRACT FROM AUTHOR]