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Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun; Wen, Yuzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 769-773
Persistent link: https://www.econbiz.de/10010227876
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On the optimal dividend problem for a spectrally positive Lévy process
Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 635-651
Persistent link: https://www.econbiz.de/10010407942
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Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Sun, Zhongyang; Zhang, Xin; Yuen, Kam Chuen - In: Scandinavian actuarial journal 2020 (2020) 3, pp. 218-244
Persistent link: https://www.econbiz.de/10012195046
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Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Yang Yang; Fan, Yahui; Yuen, Kam Chuen - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 361-382
Persistent link: https://www.econbiz.de/10014520551