The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin"
written by Wenguang Yu, Yujuan Huang,
published by Journal of Mathematical Finance, Vol.1 No.3, 2011

has been cited by the following article(s):

[1]	Expected discounted penalty function of Markov-Modulated, Constant barrier and Stochastic income model
	G Shija, MJ Jacob - iosrjournals.org, 2014

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