The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference18 articles.
1. Ruin probabilities and penalty functions with stochastic rates of interest;Cai;Stochastic Processes and their Applications,2004
2. Ruin in the perturbed compound Poisson risk process under interest force;Cai;Advances in Applied Probability,2005
3. The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion;Chiu;Insurance: Mathematics and Economics,2003
4. Risk theory for the compound Poisson process that is perturbed by diffusion;Dufresne;Insurance: Mathematics and Economics,1991
5. Brownian Motion and Martingales in Analysis;Durrett,1984
Cited by 15 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 the ruin probabilities for a general perturbed renewal risk process;Journal of Statistical Planning and Inference;2023-12
2. The Gerber-Shiu discounted penalty function: A review from practical perspectives;Insurance: Mathematics and Economics;2023-03
3. A perturbed risk model with constant interest and periodic barrier dividend strategy;Communications in Statistics - Simulation and Computation;2019-05-13
4. An extension of Paulsen–Gjessing’s risk model with stochastic return on investments;Insurance: Mathematics and Economics;2013-05
5. The Perturbed Sparre Andersen Model with Interest and a Threshold Dividend Strategy;Methodology and Computing in Applied Probability;2013-04-02
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