8 results
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
- Published online by Cambridge University Press:
- 30 March 2022, pp. 527-540
- Print publication:
- June 2022
-
- Article
-
- You have access
- HTML
- Export citation
Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 733-748
- Print publication:
- September 2011
-
- Article
-
- You have access
- Export citation
Ruin probabilities in a diffusion environment
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 48 / Issue A / August 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 39-50
- Print publication:
- August 2011
-
- Article
-
- You have access
- Export citation
On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 1 / May 2004
- Published online by Cambridge University Press:
- 17 April 2015, pp. 75-83
- Print publication:
- May 2004
-
- Article
-
- You have access
- Export citation
On the Distribution of the Surplus Prior and at Ruin
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 29 / Issue 2 / November 1999
- Published online by Cambridge University Press:
- 29 August 2014, pp. 227-244
- Print publication:
- November 1999
-
- Article
-
- You have access
- Export citation
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 31 / Issue 2 / June 1999
- Published online by Cambridge University Press:
- 01 July 2016, pp. 422-447
- Print publication:
- June 1999
-
- Article
- Export citation
Lundberg inequalities for a Cox model with a piecewise constant intensity
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 33 / Issue 1 / March 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 196-210
- Print publication:
- March 1996
-
- Article
- Export citation
Ruin estimation for a general insurance risk model
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 26 / Issue 2 / June 1994
- Published online by Cambridge University Press:
- 01 July 2016, pp. 404-422
- Print publication:
- June 1994
-
- Article
- Export citation