Nie, C., Chen, M., Liu, H. and Yu, W. (2020) On a Discrete Markov-Modulated Risk Model with Random Premium Income and Delayed Claims. Mathematical Problems in Engineering, 2020, Article ID: 3042543.
https://doi.org/10.1155/2020/3042543

has been cited by the following article:

• TITLE: On Discrete Risk Process with Stochastic Premiums and Dividends Modulated by Random Discount Rates

  AUTHORS: Enoch J. Dangbe, Andrzej Korzeniowski

  KEYWORDS: Discrete Time Surplus Process, Random Premiums, Constant Dividend Barrier, Random Discount Factor, Total Expected Discounted Dividends Prior to Ruin, Generating Function Method

  JOURNAL NAME: Journal of Mathematical Finance, Vol.14 No.4, November 27, 2024

  ABSTRACT: We extend the discrete time risk model studied by Korzeniowski [1] [2] via incorporating the effect of dividend payments subject to random discount factor. By applying generating functions technique, effective recursive formulas for the total expected discounted dividends prior to ruin are derived. Results are illustrated by examples representing various surplus process risk scenarios.