Author:
Albrecher Hansjörg,Kainhofer Reinhold,Tichy Robert F.
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference18 articles.
1. S. Asmussen, Ruin Probabilities, World Scientific, Singapore, 2000.
2. H. Bühlmann, Mathematical Methods in Risk Theory, Springer, New York, 1970.
3. H.U. Gerber, The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas, Scand. Actuarial J. (1974) 46–57.
4. Optimal choice of dividend barriers for a risk process with stochastic return on investments;Paulsen;Insurance Math. Econom.,1997
5. H.U. Gerber, Martingales in risk theory, Mitteilungen der Schweizer Vereinigung der Versicherungsmathematiker (1973) 205–216.
Cited by
17 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