Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/110852000
Reference16 articles.
1. An algebraic operator approach to the analysis of Gerber–Shiu functions
2. On a gamma series expansion for the time-dependent probability of collective ruin
3. On the Time Value of Ruin
4. Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I
5. Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin II
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