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Abstract and Applied Analysis
Volume 2012 (2012), Article ID 401562, 9 pages
Numerical Method for a Markov-Modulated Risk Model with Two-Sided Jumps
School of Mathematical Sciences, Qufu Normal University, Qufu 273165, China
Received 24 August 2012; Accepted 30 October 2012
Academic Editor: Xinguang Zhang
Copyright © 2012 Hua Dong and Xianghua Zhao. 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.
Citations to this Article [2 citations]
The following is the list of published articles that have cited the current article.
- Josef Diblik, Irada Dzhalladova, Maria Michalkova, and Miroslava Ruzickova, “Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty,” Abstract and Applied Analysis, 2013.
- Zhongbao Zhou, Helu Xiao, and Yingchun Deng, “Markov-dependent risk model with multi-layer dividend strategy,” Applied Mathematics And Computation, vol. 252, pp. 273–286, 2015.