Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model

By Shuanming Li, Yi Lu. 2007

59 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/afb7dcb4d3664545be29e9ddc127049625f5d3b1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Yi Lu
2. Shuanming Li
3. Kristina P. Pavlova

In Management Science and Operations Research

1. Yi Lu
2. Shuanming Li
3. Kristina P. Pavlova
4. Gordon E. Willmot
5. Hélène Cossette
6. É. Marceau

In Statistics and Probability

1. Yi Lu
2. Shuanming Li
3. Gordon E. Willmot
4. Kristina P. Pavlova

Citations in the corpus

• The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (2008, methodology): “Using the same arguments as in Li and Lu (2007), we can show that Li, j (u) for i, j !”