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S. M. Li and J. Garrido, “The Gerber-Shiu Function in a Sparre Andersen Risk Process Perturbed by Diffusion,” Scandinavian Actuarial Journal, Vol. 2005, No. 3, 2005, pp. 161-186. doi:10.1080/03461230510006955

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.