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Some distributions for classical risk process that is perturbed by diffusion

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 26 (2000) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10005374731

On a joint distribution for the risk process with constant interest force

Wu, Rong; Wang, Guojing; Zhang, Chunsheng - In: Insurance: Mathematics and Economics 36 (2005) 3, pp. 365-374

Persistent link: https://www.econbiz.de/10005374934

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 59-64

In this paper, we consider the Gerber-Shiu expected discounted penalty function for the perturbed compound Poisson risk process with constant force of interest. We decompose the Gerber-Shiu function into two parts: the expected discounted penalty at ruin that is caused by a claim and the...

Persistent link: https://www.econbiz.de/10005375173

The joint distributions of several important actuarial diagnostics in the classical risk model

Wei, Li; Wu, Rong - In: Insurance: Mathematics and Economics 30 (2002) 3, pp. 451-462

Persistent link: https://www.econbiz.de/10005374783

On the distribution of the surplus of the D-E model prior to and at ruin

Zhang, Chunsheng; Wu, Rong - In: Insurance: Mathematics and Economics 24 (1999) 3, pp. 309-321

Persistent link: https://www.econbiz.de/10005374576

A decomposition of the ruin probability for the risk process perturbed by diffusion

Wang, Guojing - In: Insurance: Mathematics and Economics 28 (2001) 1, pp. 49-59

Persistent link: https://www.econbiz.de/10005374927

The joint density function of three characteristics on jump-diffusion risk process

Zhang, Chunsheng; Wang, Guojing - In: Insurance: Mathematics and Economics 32 (2003) 3, pp. 445-455

Persistent link: https://www.econbiz.de/10005375469

Wang, Guojing; Yuen, Kam C. - In: Insurance: Mathematics and Economics 36 (2005) 3, pp. 456-468

Persistent link: https://www.econbiz.de/10005380637

The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

Yuen, Kam C.; Wang, Guojing; Li, Wai K. - In: Insurance: Mathematics and Economics 40 (2007) 1, pp. 104-112

Persistent link: https://www.econbiz.de/10005380689

Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model

Tang, Qihe; Wang, Guojing; Yuen, Kam C. - In: Insurance: Mathematics and Economics 46 (2010) 2, pp. 362-370

Consider an insurer who is allowed to make risk-free and risky investments. The price process of the investment portfolio is described as a geometric Lévy process. We study the tail probability of the stochastic present value of future aggregate claims. When the claim-size distribution is of...

Persistent link: https://www.econbiz.de/10008507388