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On the severity of ruin in a Markov-modulated risk model
Lu, Yi - In: Scandinavian actuarial journal : Actuarial Society of … 106 (2006) 4, pp. 183-202
Persistent link: https://www.econbiz.de/10007293619
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On the severity of ruin in a Markov-modulated risk model
Lu, Yi - In: Scandinavian actuarial journal : Actuarial Society of … 106 (2006) 4, pp. 183-202
Persistent link: https://www.econbiz.de/10007293887
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On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy
Li, Shuanming; Lu, Yi - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 2, pp. 136-148
Persistent link: https://www.econbiz.de/10008418027
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An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
Tsai, Cary Chi-Liang; Lu, Yi - In: Scandinavian actuarial journal : Actuarial Society of … 110 (2010) 3, pp. 200-221
Persistent link: https://www.econbiz.de/10008449828
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An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
Tsai, Cary Chi-Liang; Lu, Yi - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 3, pp. 200-221
Persistent link: https://www.econbiz.de/10008451199