The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192): Difference between revisions

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+Chun-sheng Zhang
@@ Property / author: Chun-sheng Zhang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1002/asmb.670
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.670 / rank @@
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@@ Property / OpenAlex ID @@
+W2167650463
@@ Property / OpenAlex ID: W2167650463 / rank @@
+Normal rank
@@ Property / cites work @@
+On a Class of Renewal Risk Processes
@@ Property / cites work: On a Class of Renewal Risk Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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@@ Property / cites work @@
+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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@@ Property / cites work @@
+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
@@ Property / cites work @@
+On the probability of ruin in the presence of a linear dividend barrier
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank