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Stochastischer Prozess
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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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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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3
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
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