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Scale function
7
Spectrally negative Lévy process
4
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3
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Insurance / Mathematics & economics
Stochastic Processes and their Applications
6
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4
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1
The Gerber-Shiu discounted penalty function : a review from practical perspectives
He, Yue
;
Kawai, Reiichiro
;
Shimizu, Yasutaka
;
Yamazaki, …
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014282466
Saved in:
2
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes
Nguyen, Duy Phat
;
Borovkov, Konstantin A.
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 72-81
Persistent link: https://www.econbiz.de/10014282476
Saved in:
3
Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Wang, Wenyuan
;
Chen, Ping
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
Saved in:
4
Dividends : from refracting to ratcheting
Albrecher, Hansjörg
;
Bäuerle, Nicole
;
Bladt, Martin
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 47-58
Persistent link: https://www.econbiz.de/10011944095
Saved in:
5
On fair reinsurance premiums : capital injections in a perturbed risk model
Ben Salah, Zied
;
Garrido, José
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 11-20
Persistent link: https://www.econbiz.de/10011929775
Saved in:
6
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Zhao, Yongxia
;
Chen, Ping
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011712427
Saved in:
7
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can
;
Li, Shuanming
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
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