Risk process with stochastic income and two-step premium rate
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- Actuarial bridges to dynamic hedging and option pricing
- Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou
- scientific article; zbMATH DE number 49305 (Why is no real title available?)
- On a modification of the classical risk process
- On the exit from a finite interval for the risk processes with stochastic premiums
- On the Time Value of Ruin
- Prelimit and limit generalizations of the Pollaczek–Khinchin formula
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- The compound Poisson risk model with a threshold dividend strategy
- The expected discounted penalty at ruin in the risk process with random income
- The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
- When does surplus reach a certain level before ruin?
Cited in
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