On the discounted penalty function in a discrete time renewal risk model with general interclaim times

By Wu Xueyuan   Li Shuanming  

Scandinavian Actuarial Journal, Vol. 2009, Iss. 4, 2009-12 ,pp. : 281-294

Taylor & Francis Ltd

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On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier

By Albrecher Hansjörg  

Scandinavian Actuarial Journal, Vol. 2005, Iss. 2, 2005-04 ,pp. : 103-126

Taylor & Francis Ltd

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The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion

By Li Shuanming  

Scandinavian Actuarial Journal, Vol. 2006, Iss. 2, 2006-03 ,pp. : 73-85

Taylor & Francis Ltd

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An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model

By Chen Yu-Ting   Lee Cheng-Few   Sheu Yuan-Chung  

Finance and Stochastics, Vol. 11, Iss. 3, 2007-07 ,pp. : 323-355

Springer Publishing Company

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Minimising expected discounted capital injections by reinsurance in a classical risk model

By Eisenberg Julia   Schmidli Hanspeter  

Scandinavian Actuarial Journal, Vol. 2011, Iss. 3, 2011-09 ,pp. : 155-176

Taylor & Francis Ltd

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