Analysis of the expected discounted penalty function for a general jump–diffusion risk model and applications in finance-Reference-Cited by-同舟云学术

Analysis of the expected discounted penalty function for a general jump–diffusion risk model and applications in finance

Published:2010-04 Issue:2 Volume:46 Page:385-396
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Chi Yichun

Publisher

Elsevier BV

Subject

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

Reference30 articles.

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5. Chen, Y.T., Lee, C.F., Sheu, Y.C., 2006. On the expected discounted penalty at ruin in two-sided jump-diffusion model. National Chiao Tung University

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