A note on the perturbed compound poisson risk model with a threshold dividend strategy

In this paper, we consider the Perturbed Compound Poisson Risk Model with a threshold dividend strategy (PCT). Integro-differential equations (IDE) for its Gerber-Shiu functions and dividend payments function are stated. We maily focus on deriving the boundary conditions to solve these equations. Supported by the National Basic Research Program of China (973 Program) 2007CB814905, the National Natural Science Foundation of China (No. 10871102), and the Research Fund of the Doctorial Program of Higher Education, the Keygrant Project of Chinese Ministry of Education (No. 309009)