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The compound Poisson risk model with a threshold dividend strategy

Lin, X.Sheldon; Pavlova, Kristina P. - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 57-80

Persistent link: https://www.econbiz.de/10006872193

The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

Lin, X.Sheldon; Willmot, Gordon E. - In: Insurance / Mathematics & economics 27 (2000) 1, pp. 19-44

Persistent link: https://www.econbiz.de/10006906964

Bounds on contingent claims based on several assets

Boyle, Phelim P.; Lin, X.Sheldon - In: Journal of financial economics 46 (1997) 3, pp. 383-400

Persistent link: https://www.econbiz.de/10006525041

The compound Poisson risk model with multiple thresholds

Lin, X.Sheldon; Sendova, Kristina P. - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 617-627

Persistent link: https://www.econbiz.de/10007988415

China : Sources of Real Exchange Rate Fluctuations

Wang, Tao - 2004

This paper reviews the evolution of China''s real effective exchange rate between 1980 and 2002, and uses a structural vector autoregression model to study the relative importance of different types of macroeconomic shocks for fluctuations in the real exchange rate. The structural decomposition...