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An extension of Paulsen-Gjessing's risk model with stochastic return on investment
Yin, Chuancun; Wen, Yuzhen - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 469-476
Persistent link: https://www.econbiz.de/10009763617
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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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Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Li, Shilong; Zhao, Xia; Yin, Chuancun; Huang, Zhiyue - In: Quantitative finance and economics 2 (2018) 1, pp. 246-260
Persistent link: https://www.econbiz.de/10012137937