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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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On series expansions for scale functions and other ruin-related quantities
Landriault, David; Willmot, Gordon E. - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
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Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 79 (2018), pp. 137-147
Persistent link: https://www.econbiz.de/10011825424