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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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partial integro-differential equation
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Liu, Guo
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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The moments of the present value of total dividends under stochastic interest rates
Li, Shuanming
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contributor
)
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2007
Persistent link: https://www.econbiz.de/10003479363
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2
The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin
;
Yang, Hu
;
Li, Shuanming
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2009
Persistent link: https://www.econbiz.de/10003924232
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3
A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui
;
Li, Shuanming
;
Zhuo, Jin
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
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4
The diffusion perturbed compound Poisson risk model with a dividend barrier
Li, Shuanming
(
contributor
);
Wu, Biao
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297345
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5
Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Wang, Wenyuan
;
Chen, Ping
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
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6
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can
;
Li, Shuanming
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
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7
Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
;
Zhang, Jiannan
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
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