Narrow search
Showing 1 - 10 of 29
Cover Image
On the discounted penalty function in a discrete time renewal risk model with general interclaim times
Wu, Xueyuan; Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … (2009) 4, pp. 281-294
Persistent link: https://www.econbiz.de/10008331459
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing; Pitt, David; Zhang, Xibin; Wu, Xueyuan - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10009884620
Cover Image
Matrix-form recursive evaluation of the aggregate claims distribution revisited
Siaw, Kok Keng; Wu, Xueyuan; Pitt, David; Wang, Yan - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 2, pp. 163-179
Persistent link: https://www.econbiz.de/10009884621
Cover Image
Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 271-284
Persistent link: https://www.econbiz.de/10005921689
Cover Image
On a class of discrete time renewal risk models
Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 241-260
Persistent link: https://www.econbiz.de/10005921691
Cover Image
The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Li, Shuanming; Garrido, Jose - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 161-186
Persistent link: https://www.econbiz.de/10005922160
Cover Image
The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Li, Shuanming; Garrido*, José - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 161
Persistent link: https://www.econbiz.de/10005922429