A threshold dividend strategy in a risk model with inter-claim-dependent claim sizes

First,a threshold dividend strategy in a risk model with interclaim-dependent claim sizes was introduced.Then,a nonhomogeneous integro-differential equation for the Gerber-Shiu discounted penalty function in this risk model was derived,and the solution to the Gerber-Shiu discounted penalty function was analyzed.Finally,a homogeneous integro-differential equation for the expected discounted dividend payments before ruin was derived.