In this paper, we consider a mixed dividend strategy in a dual risk model. The mixed dividend strategy is the combination of a threshold dividend and a Parisian implementation delays dividend under periodic observation. Given a series of discrete observation points, when the surplus level is larger than the predetermined bonus barrier at observation point, the Parisian implementation delays dividend is immediately carried out, and the threshold dividend is performed continuously during the delayed period. We study the Gerber-Shiu expected discounted penalty function and the expected discounted dividend payments before ruin in such a dual risk model. Numerical illustrations are given to study the influence of relevant parameters on the ruin-related quantities and the selection of the optimal dividend barrier for a given initial surplus level.

在本文中，我们考虑了双重风险模型中的混合股息策略。混合股息策略是阈值股息和巴黎实施延迟股息的组合，定期观察。给定一系列离散的观测点，当观测点的盈余水平大于预定的红利门槛时，立即进行巴黎执行延迟分红，并在延迟期间连续进行阈值分红。我们研究了 Gerber-Shiu 预期贴现惩罚函数和在这种双重风险模型中破产前的预期贴现股息支付。给出了数值说明，研究了相关参数对破产相关数量的影响以及给定初始盈余水平下最优分红壁垒的选择。