Similar Search Results

On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps

Wong, Jeff T. Y.; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 65 (2015), pp. 280-290

Persistent link: https://www.econbiz.de/10011428675

On the dual risk model with Parisian implementation delays in dividend payments

Cheung, Eric C. K.; Wong, Jeff T. Y. - In: European journal of operational research : EJOR 257 (2017) 1, pp. 159-173

Persistent link: https://www.econbiz.de/10011639371

Poissonian potential measures for Lévy risk models

Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di - In: Insurance / Mathematics & economics 82 (2018), pp. 152-166

Persistent link: https://www.econbiz.de/10011929861

A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium

Cheung, Eric C. K. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 384-397

Persistent link: https://www.econbiz.de/10008989288

Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times

Cheung, Eric C. K. - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 343-354

Persistent link: https://www.econbiz.de/10010195920

On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy

Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung - In: Risks 3 (2015) 4, pp. 491-514

In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer's payments to its policyholders and shareholders,...

Persistent link: https://www.econbiz.de/10011709537