Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation

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AMERICAN OPTIONS WITH REGIME SWITCHING
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Finite-time dividend problems in a Lévy risk model under periodic observation
Gerber-Shiu analysis of a risk model with capital injections
scientific article; zbMATH DE number 3844884 (Why is no real title available?)
Interest rate models -- theory and practice
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Cited in

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On a time-changed Lévy risk model with capital injections and periodic observation
Lévy risk model with capital injections and periodic observation
Finite-time expected present value of operating costs until ruin in a two-dimensional risk model with periodic observation
Finite-time expected present value of operating costs until ruin in Lévy risk models with varying dividend barriers

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