The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model

Publisher： Cambridge University Press

E-ISSN： 1783-1350|38|1|53-71

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.38, Iss.1, 2008-05, pp. : 53-71

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