Similar Search Results

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

Wang, Guojing; Wu, Rong - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 59-64

Persistent link: https://www.econbiz.de/10003681601

Some distributions for classical risk process that is perturbed by diffusion

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 26 (2000) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10005374731

On a joint distribution for the risk process with constant interest force

Wu, Rong; Wang, Guojing; Zhang, Chunsheng - In: Insurance: Mathematics and Economics 36 (2005) 3, pp. 365-374

Persistent link: https://www.econbiz.de/10005374934

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 59-64

In this paper, we consider the Gerber-Shiu expected discounted penalty function for the perturbed compound Poisson risk process with constant force of interest. We decompose the Gerber-Shiu function into two parts: the expected discounted penalty at ruin that is caused by a claim and the...

Persistent link: https://www.econbiz.de/10005375173

Joint distributions of some actuarial random vectors containing the time of ruin

Wu, Rong; Wang, Guojing; Wei, Li - In: Insurance: Mathematics and Economics 33 (2003) 1, pp. 147-161

Persistent link: https://www.econbiz.de/10005375202

On a joint distribution for the risk process with constant interest force

Wu, Rong; Wang, Guojing; Zhang, Chunsheng - In: Insurance / Mathematics & economics 36 (2005) 3, pp. 365-374

Persistent link: https://www.econbiz.de/10006876262

Joint distributions of some actuarial random vectors containing the time of ruin

Wu, Rong; Wang, Guojing; Wei, Li - In: Insurance / Mathematics & economics 33 (2003) 1, pp. 147-162

Persistent link: https://www.econbiz.de/10006886814

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

Wang, Guojing; Wu, Rong - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 59-64

Persistent link: https://www.econbiz.de/10007905845

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

Wang, Guojing; Wu, Rong - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 59-65

Persistent link: https://www.econbiz.de/10008886715

On the renewal risk process with stochastic interest

Yuen, Kam C.; Wang, Guojing; Wu, Rong - In: Stochastic Processes and their Applications 116 (2006) 10, pp. 1496-1510

In this paper, we consider the renewal risk process with stochastic interest. For this risk process, we derive exact expressions and integral equations for the Gerber-Shiu expected discounted penalty function and the ultimate ruin probability. When the interest is received at a constant rate and...

Persistent link: https://www.econbiz.de/10008875569