Dividend Payments and Related Problems in a Markov-Dependent Insurance Risk Model under Absolute Ruin

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ISSN Print: 2164-5167
ISSN Online: 2164-5175
www.scirp.org/journal/ajibm
E-mail: ajibm@scirp.org

"Dividend Payments and Related Problems in a Markov-Dependent Insurance Risk Model under Absolute Ruin"
written by Wenguang Yu, Yujuan Huang,
published by American Journal of Industrial and Business Management, Vol.1 No.1, 2011

has been cited by the following article(s):

[1]	Markov-Dependent Risk Model with Multi-Layer Dividend Strategy and Investment Interest under Absolute Ruin
	Journal of Mathematical Finance, 2016

[2]	Stochastic Finance of a Company Associated with Ruin, Restricted Reserve, Dividends and Dividend Strategy
	Journal of the Indian Society for Probability and Statistics, 2016

[3]	New research directions in modern actuarial sciences
	Modern Problems of Stochastic Analysis and Statistics, 2016

[4]	Expected discounted penalty function of Markov-Modulated, Constant barrier and Stochastic income model
	IOSR Journal of Mathematics (IOSR-JM), 2014

[5]	Markov 相依风险模型的等价定理及概率结构
	经济数学, 2012

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