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.

 

How to Cite this Article


W. Yu and Y. Huang, "The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin," Journal of Mathematical Finance, Vol. 1 No. 3, 2011, pp. 83-89. doi: 10.4236/jmf.2011.13011.

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