The Laplace transform of ruin time with investment and barrier dividend

Abstract

In order to study the Gerber-Shiu function for a compound Poisson-Geometric risk model with investment and barrier dividend, we obtain the differential-integral equation of the Gerber-Shiu function by using the method of total expectation formula. Under the assumption of exponential distribution, the explicit solution of the Laplace transform of ruin time of insurance company with investment and barrier dividend is given.