An extension of Paulsen–Gjessing’s risk model with stochastic return on investments
Year of publication: |
2013
|
---|---|
Authors: | Yin, Chuancun ; Wen, Yuzhen |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 52.2013, 3, p. 469-476
|
Publisher: |
Elsevier |
Subject: | Paulsen–Gjessing’s risk model | Stochastic return on investments | Integro-differential equation | Doléans-Dade exponential | Gerber–Shiu function | Dividends |
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