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On the discounted penalty func...
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Absolute ruin
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Li, Shuanming
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Insurance: Mathematics and Economics
12
Insurance / Mathematics & economics
10
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
7
Statistics & Probability Letters
2
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On the first time of ruin in the bivariate compound Poisson model
Yuen, Kam C.
;
Guo, Junyi
;
Wu, Xueyuan
- In:
Insurance: Mathematics and Economics
38
(
2006
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10005365521
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2
A discrete-time risk model with interaction between classes of business
Wu, Xueyuan
;
Yuen, Kam C.
- In:
Insurance: Mathematics and Economics
33
(
2003
)
1
,
pp. 117-133
Persistent link: https://www.econbiz.de/10005374645
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3
On a correlated aggregate claims model with Poisson and Erlang risk processes
Yuen, Kam C.
;
Guo, Junyi
;
Wu, Xueyuan
- In:
Insurance: Mathematics and Economics
31
(
2002
)
2
,
pp. 205-214
Persistent link: https://www.econbiz.de/10005375256
Saved in:
4
On the first time of ruin in the bivariate compound Poisson model
Yuen, Kam C.
;
Guo, Junyi
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
38
(
2006
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10006871524
Saved in:
5
A discrete-time risk model with interaction between classes of business
Wu, Xueyuan
;
Yuen, Kam C.
- In:
Insurance / Mathematics & economics
33
(
2003
)
1
,
pp. 117-134
Persistent link: https://www.econbiz.de/10006886816
Saved in:
6
On a correlated aggregate claims model with Poisson and Erlang risk processes
Yuen, Kam C.
;
Guo, Junyi
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
31
(
2002
)
2
,
pp. 205-214
Persistent link: https://www.econbiz.de/10006893338
Saved in:
7
On the probability of ruin in a Markov-modulated risk model
Lu, Yi
;
Li, Shuanming
- In:
Insurance: Mathematics and Economics
37
(
2005
)
3
,
pp. 522-532
Persistent link: https://www.econbiz.de/10005374758
Saved in:
8
On ruin for the Erlang(n) risk process
Li, Shuanming
;
Garrido, Jose
- In:
Insurance: Mathematics and Economics
34
(
2004
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10005374762
Saved in:
9
The maximum surplus before ruin in an Erlang(n) risk process and related problems
Li, Shuanming
;
Dickson, David C.M.
- In:
Insurance: Mathematics and Economics
38
(
2006
)
3
,
pp. 529-539
Persistent link: https://www.econbiz.de/10005374803
Saved in:
10
On the expected discounted penalty functions for two classes of risk processes
Li, Shuanming
;
Lu, Yi
- In:
Insurance: Mathematics and Economics
36
(
2005
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10005375147
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