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Discrete Dynamics in Nature and Society
Volume 2013 (2013), Article ID 320146, 9 pages
On the Expected Discounted Penalty Function for a Markov Regime-Switching Insurance Risk Model with Stochastic Premium Income
1School of Mathematics, Shandong University, Jinan 250100, China
2School of Insurance, Shandong University of Finance and Economics, Jinan 250014, China
Received 3 December 2012; Accepted 30 January 2013
Academic Editor: Fuyi Xu
Copyright © 2013 Wenguang Yu. 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 [3 citations]
The following is the list of published articles that have cited the current article.
- Yujuan Huang, and Wenguang Yu, “The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier,” Mathematical Problems in Engineering, vol. 2014, pp. 1–7, 2014.
- Huiming Zhu, Ya Huang, Xiangqun Yang, and Jieming Zhou, “On the Expected Discounted Penalty Function for the Classical Risk Model with Potentially Delayed Claims and Random Incomes,” Journal of Applied Mathematics, vol. 2014, pp. 1–12, 2014.
- G. Shija, and M. J. Jacob, “Gerber Shiu Function of Markov Modulated Delayed By-Claim Type Risk Model with Random Incomes,” Journal of Mathematical Finance, vol. 06, no. 04, pp. 489–501, 2016.