Article citationsMore>>

Y. H. Dong, G. J. Wang and Kam C. Yuen, “On the Renewal Risk Model under a Threshold Strategy,” Journal of Computational and Applied Mathematics, Vol. 230, No. 1, 2009, pp. 22-33. doi:10.1016/j.cam.2008.10.049

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.