Journal of Mathematical Finance
Vol.1 No.3(2011), Paper ID 8410, 7 pages
DOI:10.4236/jmf.2011.13011
The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin
Wenguang Yu, Yujuan Huang
Copyright © 2011 Wenguang Yu, Yujuan Huang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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