Absolute ruin in the compound Poisson risk model with constant dividend barrier-Reference-Cited by-同舟云学术

Absolute ruin in the compound Poisson risk model with constant dividend barrier

Published:2008-10 Issue:14 Volume:78 Page:2086-2094
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Yuan Haili,Hu Yijun

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. On the time value of absolute ruin with debit interest;Cai;Advances in Applied Probability,2007

2. Martingales and insurance risk;Dassios;Communications in Statistics-Stochastic Models,1989

3. De Finetti, B., 1957. Su un’impostazione alternativa dell teoria colletiva del rischio. Transactions of the XV International Congress of Actuaries 2. pp. 433–443

4. The effect of interest on negative surplus;Dickson;Insurance: Mathematics and Economics,1997

5. On the time value of ruin;Gerber;North American Actuarial Journal,1998

Cited by 6 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. Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests;Economic Modelling;2013-03

2. Regulated absolute ruin problem with interest structure and linear dividend barrier;Economic Modelling;2012-09

3. On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest;Annals of Operations Research;2011-12-03

4. Absolute ruin problems for the risk processes with interest and a constant dividend barrier;Wuhan University Journal of Natural Sciences;2011-06

5. On the expectation of total discounted operating costs up to default and its applications;Advances in Applied Probability;2009-06