The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455): Difference between revisions

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-Kam-Chuen Yuen
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+Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1002/asmb.734
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.734 / rank @@
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+W4247367492
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@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
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@@ Property / cites work @@
+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+The joint density function of three characteristics on jump-diffusion risk process.
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+Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
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+Optimal Dividends
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