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Analytical calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan; Volkmer, Hans W. - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 636-649
Persistent link: https://www.econbiz.de/10010040306
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Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach
Feng, Runhuan; Volkmer, Hans W. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 409-422
Persistent link: https://www.econbiz.de/10010011623
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A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Cheung, Eric C.K.; Feng, Runhuan - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 98-109
Persistent link: https://www.econbiz.de/10010148972
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On the total operating costs up to default in a renewal risk model
Feng, Runhuan - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 305
Persistent link: https://www.econbiz.de/10008314484
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An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
Feng, Runhuan - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 304-314
Persistent link: https://www.econbiz.de/10008812724
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On the total operating costs up to default in a renewal risk model
Feng, Runhuan - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 305-315
Persistent link: https://www.econbiz.de/10008882336