A renewal jump-diffusion process with threshold dividend strategy-Reference-Cited by-同舟云学术

A renewal jump-diffusion process with threshold dividend strategy

Published:2009-06 Issue:1 Volume:228 Page:41-55
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Li Bo,Wu Rong,Song Min

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference16 articles.

1. Ruin probabilities for Erlang (2) risk processes;Dickson;Insurance: Mathematics and Economics,1998

2. On the Gerber–Shiu functions in a Sparre Andersen risk model perturbed by diffusion;Li;Scandinavian Actuarial Journal,2005

3. The time value of ruin in a Sparre Anderson model;Gerber;North American Actuarial Journal,2005

4. On the discounted penalty function in the renewal risk model with general interclaim times;Willmot;Insurance: Mathematics and Economics,2007

5. On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution;Landriault;Insurance: Mathematics and Economics,2008

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