The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model

By Shuanming Li, Yi Lu. ASTIN Bulletin: The Journal of the International Actuarial Association, 2008

51 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/b622b1b0eb581284a709b2924606f7111fc762a6