JMF> Vol.1 No.3, November 2011

 

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

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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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