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The economics of insurance : a derivatives-based approach
Jarrow, Robert A., (2021)
Minimizing the ruin probability allowing investments in two assets : a two-dimensional problem
Azcue, Pablo, (2013)
Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Zhang, Zhimin, (2013)
On the generalized Gerber-Shiu function for surplus processes with interest
Li, Shuanming, (2012)
The density of the time of ruin in the classical risk model with a constant dividend barrier
Li, Shuanming, (2014)
The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi, (2009)