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Ruin by dynamic contagion claims
Dassios, Angelos; Zhao, Hongbiao - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 93-107
Persistent link: https://www.econbiz.de/10009972459
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A Cox process with log-normal intensity
Basu, Sankarshan; Dassios, Angelos - In: Insurance / Mathematics & economics 31 (2002) 2, pp. 297-302
Persistent link: https://www.econbiz.de/10006893332
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Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
Dassios, Angelos; Jang, Ji-Wook - In: Finance and stochastics 7 (2003) 1, pp. 73-96
Persistent link: https://www.econbiz.de/10008215835
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On barrier strategy dividends with Parisian implementation delay for classical surplus processes
Dassios, Angelos; Wu, Shanle - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 195-202
Persistent link: https://www.econbiz.de/10008314497
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On barrier strategy dividends with Parisian implementation delay for classical surplus processes
Dassios, Angelos; Wu, Shanle - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10008882349