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B. Avanzi, H. U. Gerber and E. S. W. Shiu, “Optimal Dividends in the Dual Model,” Insurance: Mathematics and Economics, Vol. 41, No. 1, 2007, pp. 111-123. doi:10.1016/j.insmatheco.2006.10.002

has been cited by the following article:

• TITLE: On a Class of Dual Model with Divided Threshold

  AUTHORS: Yuzhen Wen

  KEYWORDS: Threshold Strategy, Dual Risk Model, Generalized Erlang (n) Risk Process

  JOURNAL NAME: Advances in Pure Mathematics, Vol.1 No.3, June 3, 2011

  ABSTRACT: In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends until ruin. The case when profits follow an exponential distribution is solved.