On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2018.06.001
@@ Property / DOI: 10.1016/j.insmatheco.2018.06.001 / rank @@
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+.11065
@@ Property / arXiv ID: 1710.11065 / rank @@
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@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
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+On the optimal dividend problem for a spectrally negative Lévy process
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+On a generalization of the expected discounted penalty function to include deficits at and beyond ruin
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+A note on scale functions and the time value of ruin for Lévy insurance risk processes
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+On a generalization of the Gerber-Shiu function to path-dependent penalties
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+Optimal reinsurance
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+Overshoots and undershoots of Lévy processes
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Minimising expected discounted capital injections by reinsurance in a classical risk model
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+Risk processes perturbed by α-stable Lévy motion
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+On The Expected Discounted Penalty function for Lévy Risk Processes
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+Pricing Perpetual Options for Jump Processes
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Spectrally negative Lévy processes with applications in risk theory
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@@ Property / Wikidata QID @@
+Q129577890
@@ Property / Wikidata QID: Q129577890 / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2018.06.001
@@ Property / DOI: 10.1016/J.INSMATHECO.2018.06.001 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1799626