Abstract
In this paper, a Markov-dependent risk model with a threshold strategy is considered. The expected discounted dividend payments satisfy some integro-differential equations. The analytical solutions to these systems are given. Finally, some numerical examples in some special cases are provided.
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Foundation item: Supported by the Science and Technology Foundation of Hubei Province (D20092207) and the Hubei Normal University Post-Graduate Foundation (2010C17)
Biography: LIU Juan, female, Ph.D., Lecturer, research direction: insurance mathematics.
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Liu, J., Xu, J. & Hu, H. Dividend payments with a threshold strategy in a Markov-dependent risk model. Wuhan Univ. J. Nat. Sci. 16, 11–15 (2011). https://doi.org/10.1007/s11859-011-0703-5
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DOI: https://doi.org/10.1007/s11859-011-0703-5