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~person:"Lu, Yi"
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Lu, Yi
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On the moments and the distribution of aggregate discounted claims in a Markovian environment
Li, Shuanming
;
Lu, Yi
- In:
Risks
6
(
2018
)
2
,
pp. 1-16
time satisfies a matrix-form first-order partial
differential
equation
, through which a recursive formula is derived for …
Persistent link: https://www.econbiz.de/10011996617
Saved in:
2
On the moments and the distribution of aggregate discounted claims in a Markovian environment
Li, Shuanming
;
Lu, Yi
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-16
time satisfies a matrix-form first-order partial
differential
equation
, through which a recursive formula is derived for …
Persistent link: https://www.econbiz.de/10011867402
Saved in:
3
The expected discounted penalty function : from infinite time to finite time
Li, Shuanming
;
Lu, Yi
;
Sendova, Kristina P.
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 336-354
Persistent link: https://www.econbiz.de/10012194954
Saved in:
4
Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
Liang, Xiaoqing
;
Lu, Yi
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 119-132
Persistent link: https://www.econbiz.de/10011783928
Saved in:
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