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Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
Albrecher, Hansjrg; Kortschak, Dominik; Zhou, Xiaowen - In: Applied mathematical finance 19 (2012) 2, pp. 97-130
Persistent link: https://www.econbiz.de/10009843500
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On a risk model with dependence between interclaim arrivals and claim sizes
Boudreault, Mathieu; Cossette, Hélène; Landriault, David - In: Scandinavian actuarial journal : Actuarial Society of … 106 (2006) 5, pp. 265-285
Persistent link: https://www.econbiz.de/10007387362
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Ruin Probabilities in the Compound Markov Binomial Model
Cossette, Héléne; Landriault, David; Marceau, Étienne - In: Scandinavian actuarial journal : Actuarial Society of … (2003) 4, pp. 301-323
Persistent link: https://www.econbiz.de/10005929925
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Ruin Probabilities in the Compound Markov Binomial Model
Cossette, Héléne; Landriault, David; Marceau, Étienne - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2003) 4, pp. 301-323
Persistent link: https://www.econbiz.de/10005931379
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Ruin probabilities in the discrete time renewal risk model
Cossette, Hélène; Landriault, David; Marceau, Etienne - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 309-323
Persistent link: https://www.econbiz.de/10006871523
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Compound binomial risk model in a markovian environment
Cossette, Hélène; Landriault, David; Marceau, Étienne - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 425-446
Persistent link: https://www.econbiz.de/10006879169
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Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
Cossette, Hélène; Landriault, David; Marceau, Étienne - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 449-466
Persistent link: https://www.econbiz.de/10006881927
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De Finetti’s optimal dividends problem with an affine penalty function at ruin
Cheung, Eric C.K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 98-109
Persistent link: https://www.econbiz.de/10008378691
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On a generalization of the Gerber–Shiu function to path-dependent penalties
Cheung, Eric C.K.; Landriault, David; Willmot, Gordon E.; … - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 92-98
Persistent link: https://www.econbiz.de/10008378692
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Gerber-Shiu analysis with a generalized penalty function
Cheung, Eric; Landriault, David; Willmot, Gordon; Woo, … - In: Scandinavian actuarial journal : Actuarial Society of … 110 (2010) 3, pp. 185-200
Persistent link: https://www.econbiz.de/10008449829