A. C. Y. Ng, “On a Dual Model with a Dividend Threshold,” Insurance: Mathematics and Economics, Vol. 44, No. 2, 2009, pp. 315-324. doi:10.1016/j.insmatheco.2008.11.011
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.