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Communications in Statistics - Simulation and Computation Volume 52, 2023 - Issue 4
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Articles

A markov-modulated risk model with transaction costs and threshold dividend strategy

Feng Zhen ZouKey Laboratory of Computing and Stochastic Mathematics, Key Laboratory of Applied Statistics and Data Science, Hunan Normal University, Changsha, Hunan, P. R. ChinaView further author information
&
Xu ChenKey Laboratory of Computing and Stochastic Mathematics, Key Laboratory of Applied Statistics and Data Science, Hunan Normal University, Changsha, Hunan, P. R. ChinaCorrespondence[email protected]
View further author information
Pages 1577-1590 | Received 23 Jun 2020, Accepted 03 Feb 2021, Published online: 23 Feb 2021

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