Author:
Gerber Hans U.,Shiu Elias S.W.,Yang Hailiang
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference25 articles.
1. Albrecher, H., Cheung, E.C.K., Thonhauser, S., 2012. Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Scandinavian Actuarial Journal (in press).
2. Ruin Probabilities;Asmussen,2010
3. Variable annuities: a unifying valuation approach;Bacinello;Insurance: Mathematics and Economics,2011
4. Handbook of Brownian Motion—Facts and Formulae;Borodin,2002
5. Fitting combinations of exponentials to probability distributions;Dufresne;Applied Stochastic Models in Business and Industry,2007
Cited by
54 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