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Moments of renewal shot-noise processes and their applications
Jang, Jiwook
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 727-752
Persistent link: https://www.econbiz.de/10011939737
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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