8 results
A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
- Published online by Cambridge University Press:
- 02 November 2022, pp. 491-517
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Beta transform and discounted aggregate claims under dependency
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- Journal:
- Annals of Actuarial Science / Volume 13 / Issue 2 / September 2019
- Published online by Cambridge University Press:
- 13 July 2018, pp. 241-267
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The density of the time of ruin in the classical risk model with a constant dividend barrier
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- Annals of Actuarial Science / Volume 8 / Issue 1 / March 2014
- Published online by Cambridge University Press:
- 04 November 2013, pp. 63-78
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Minimizing the ruin probability through capital injections
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- Annals of Actuarial Science / Volume 5 / Issue 2 / September 2011
- Published online by Cambridge University Press:
- 31 May 2011, pp. 195-209
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Matrix-Form Recursions for a Family of Compound Distributions
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 351-368
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- May 2010
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The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 1 / May 2008
- Published online by Cambridge University Press:
- 17 April 2015, pp. 53-71
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- May 2008
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On a general class of renewal risk process: analysis of the Gerber-Shiu function
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- Journal:
- Advances in Applied Probability / Volume 37 / Issue 3 / September 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 836-856
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- September 2005
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Ruin Probabilities for Two Classes of Risk Processes
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 61-77
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- May 2005
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