Exit times for the diffusion risk model with debit interest-Reference-Cited by-同舟云学术

Exit times for the diffusion risk model with debit interest

Published:2017-10-14 Issue:S2 Volume:8 Page:1810-1815
ISSN:0975-6809
Container-title:International Journal of System Assurance Engineering and Management
language:en
Short-container-title:Int J Syst Assur Eng Manag

Author:

Yang Yitao^ORCID,He Jingmin,Gao Zhongqin,Wang Bingbing

Funder

MOE (Ministry of Education in China) Youth Project of Humanities and Social Sciences

Publisher

Springer Science and Business Media LLC

Subject

Strategy and Management,Safety, Risk, Reliability and Quality

Link

http://link.springer.com/article/10.1007/s13198-017-0676-7/fulltext.html

Reference11 articles.

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3. Chiu SN, Yin CC (2002a) On occupation times for a risk process with reserve-dependence premium. Stoch Models 18:245–255

4. Chiu SN, Yin CC (2002b) The first exit time and ruin time for a risk process with reserve-dependent income. Stat Probab Lett 60:417–424

5. Chiu SN, Yin CC (2005) Passage times for a spectrally negative Lévy process with applications to risk theory. Bernoulli 11(3):511–522

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1. Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest;Communications in Statistics - Simulation and Computation;2018-12-20