On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

Wei Zou, Jian-wei Gao, Jie-hua Xie. On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes. J. Computational Applied Mathematics, 255:270-281, 2014. [doi]

@article{ZouGX14,
  title = {On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes},
  author = {Wei Zou and Jian-wei Gao and Jie-hua Xie},
  year = {2014},
  doi = {10.1016/j.cam.2013.05.004},
  url = {http://dx.doi.org/10.1016/j.cam.2013.05.004},
  researchr = {https://researchr.org/publication/ZouGX14},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {255},
  pages = {270-281},
}