Randomized observation periods for the compound Poisson risk model: the discounted penalty function

By Albrecher Hansjörg   Cheung Eric C.K.   Thonhauser Stefan  

Scandinavian Actuarial Journal, Vol. 2013, Iss. 6, 2013-11 ,pp. : 424-452

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

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On a ruin model with both interclaim times and premiums depending on claim sizes

By Li Zhong   Sendova Kristina P.  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 3, 2015-04 ,pp. : 245-265

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Extremes on the discounted aggregate claims in a time dependent risk model

By Asimit Alexandru   Badescu Andrei  

Scandinavian Actuarial Journal, Vol. 2010, Iss. 2, 2010-06 ,pp. : 93-104

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On a risk model with dependence between interclaim arrivals and claim sizes

By Boudreault Mathieu  

Scandinavian Actuarial Journal, Vol. 2006, Iss. 5, 2006-09 ,pp. : 265-285

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