A note on killing with applications in risk theory-Reference-Cited by-同舟云学术

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A note on killing with applications in risk theory

Published:2013-01 Issue:1 Volume:52 Page:29-34
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Ivanovs Jevgenijs

Publisher

Elsevier BV

Subject

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

Reference20 articles.

1. Exponential behavior in the presence of dependence in risk theory;Albrecher;Journal of Applied Probability,2006

2. Applied Probability and Queues;Asmussen,2003

3. Ruin Probabilities;Asmussen,2010

4. Russian and American put options under exponential phase-type Lévy models;Asmussen;Stochastic Processes and their Applications,2004

5. Lévy Processes;Bertoin,1996

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1. Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon;Stochastic Processes and their Applications;2021-12

2. On The Randomized Schmitter Problem;Methodology and Computing in Applied Probability;2021-11-08

3. On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models;SIAM Journal on Control and Optimization;2020-01

4. A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems;Risks;2019-11-19

5. Exit identities for Lévy processes observed at Poisson arrival times;Bernoulli;2016-08-01

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