Randomized observation periods for the compound Poisson risk model: the discounted penalty function-Reference-Cited by-同舟云学术

Randomized observation periods for the compound Poisson risk model: the discounted penalty function

Published:2013-11 Issue:6 Volume:2013 Page:424-452
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Albrecher Hansjörg,Cheung Eric C.K.,Thonhauser Stefan

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03461238.2011.624686

Reference18 articles.

1. Albrecher , H. , Cheung , E.C.K. & Thonhauser , S. 2010 . Randomized observation periods for the compound Poisson risk model: Dividends . ASTIN Bulletin , 41(2), 645–672 .

2. Erlangian Approximations for Finite-Horizon Ruin Probabilities

3. Dependent Risk Models with Bivariate Phase-Type Distributions

4. Gerber–Shiu analysis with a generalized penalty function

Cited by 75 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation;Japanese Journal of Statistics and Data Science;2024-03-26

2. The role of direct capital cash transfers towards poverty and extreme poverty alleviation - an omega risk process;Scandinavian Actuarial Journal;2024-02-28

3. Dividend problem of an investment risk model under random observation;AIMS Mathematics;2024

4. On a time-changed Lévy risk model with capital injections and periodic observation;Mathematics and Computers in Simulation;2023-12

5. Numerical Method for a Risk Model with Two-Sided Jumps and Proportional Investment;Mathematics;2023-03-24