On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy

Published:2013-12 Issue: Volume:253 Page:26-50
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Chadjiconstantinidis Stathis,Papaioannou Apostolos D.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference35 articles.

1. Risk theory for the compound Poisson process that is perturbed by diffusion;Dufresne;Insurance: Mathematics & Economics,1991

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

3. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option;Gerber;Insurance: Mathematics & Economics,1998

4. A generalized defective renewal equation for the surplus process perturbed by diffusion;Tsai;Insurance: Mathematics & Economics,2002

5. On the discounted distribution functions of the surplus process perturbed by diffusion;Tsai;Insurance: Mathematics & Economics,2001

Cited by 7 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. On a Perturbed Risk Model with Time-Dependent Claim Sizes;Journal of Mathematics;2024-03-07

2. The Expected Discounted Penalty Function in the Generalized Erlang (n) Risk Model with Two-Sided Jumps and a Constant Dividend Barrier;Bulletin of the Iranian Mathematical Society;2020-06-12

3. The Erlang(n) risk model with two-sided jumps and a constant dividend barrier;Communications in Statistics - Theory and Methods;2020-03-09

4. On a perturbed compound Poisson model with varying premium rates;Journal of Industrial & Management Optimization;2017

5. On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues;Journal of Computational and Applied Mathematics;2015-12

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3