Exact and approximate properties of the distribution of surplus before and after ruin

The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function

Sheldon Lin, X., (2003)

The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function

Sheldon Lin, X., (2003)

Double barrier hitting time distributions with applications to exotic options

Sheldon Lin, X., (1998)