The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model

Publisher： Cambridge University Press

E-ISSN： 1783-1350|38|2|461-481

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.38, Iss.2, 2004-11, pp. : 461-481

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Option Pricing in a Jump-Diffusion Model with Regime Switching

By  

ASTIN Bulletin, Vol. 39, Iss. 2, 2009-11 ,pp. : 515-539

Cambridge University Press

Access to resources Recommend Favorite

Fair Valuation of Life Insurance Contracts Under a Correlated Jump Diffusion Model

By  

ASTIN Bulletin, Vol. 41, Iss. 2, 2011-11 ,pp. : 429-447

Cambridge University Press

Access to resources Recommend Favorite

The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model

By  

ASTIN Bulletin, Vol. 38, Iss. 1, 2008-05 ,pp. : 53-71

Cambridge University Press

Access to resources Recommend Favorite

RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS

By  

ASTIN Bulletin, Vol. 47, Iss. 2, 2017-05 ,pp. : 501-525

Cambridge University Press

Access to resources Recommend Favorite

Optimal Dividends in the Dual Model with Diffusion

By  

ASTIN Bulletin, Vol. 38, Iss. 2, 2008-11 ,pp. : 653-667

Cambridge University Press

Access to resources Recommend Favorite