The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion

By Li Shuanming   Garrido José  

Scandinavian Actuarial Journal, Vol. 2005, Iss. 3, 2005-05 ,pp. : 161-186

Taylor & Francis Ltd

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Monotonicity properties and the deficit at ruin in the Sparre Andersen model

By Psarrakos Georgios   Politis Konstadinos  

Scandinavian Actuarial Journal, Vol. 2009, Iss. 2, 2009-06 ,pp. : 104-118

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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Ruin time and aggregate claim amount up to ruin time for the perturbed risk process

By Rabehasaina Landy  

Scandinavian Actuarial Journal, Vol. 2013, Iss. 3, 2013-05 ,pp. : 186-212

Taylor & Francis Ltd

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Using truncated Lévy flight to estimate downside risk

By Xiong James X.  

Journal of Risk Management in Financial Institutions, Vol. 3, Iss. 3, 2010-01 ,pp. : 231-242

Henry Stewart Publications

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