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Fu, K.-A. (2016) On Joint Ruin Probability for a Bidimensional Levy-Driven Risk Model with Stochastic Returns and Heavy-Tailed Claims. Journal of Mathematical Analysis and Applications, 442, 17-30.
https://doi.org/10.1016/j.jmaa.2016.04.042

has been cited by the following article:

• TITLE: Closed-Form Absolute Ruin Problems of the Risk Models with State-Dependent Switched Claims

  AUTHORS: Yuanxun Liu, Dianli Zhao

  KEYWORDS: Ruin Probability, Threshold Dividend Strategy, Switched Exponential Distribution, Hypergeometric Function

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.5 No.12, December 14, 2017

  ABSTRACT: This letter mainly investigates a general risk model with the threshold dividend strategy under assumption that the claim amounts obey a state-dependent switched exponential distribution. By establishing the differential-integral equations for the Gerber-Shiu discounted penalty function, and applying the hypergeometric functions, the closed-form absolute ruin probability is derived.