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Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
Albrecher, Hansjrg; Kortschak, Dominik; Zhou, Xiaowen - In: Applied mathematical finance 19 (2012) 2, pp. 97-130
Persistent link: https://www.econbiz.de/10009843500
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Ruin probabilities in the discrete time renewal risk model
Cossette, Hélène; Landriault, David; Marceau, Etienne - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 309-323
Persistent link: https://www.econbiz.de/10006871523
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Compound binomial risk model in a markovian environment
Cossette, Hélène; Landriault, David; Marceau, Étienne - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 425-446
Persistent link: https://www.econbiz.de/10006879169
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Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
Cossette, Hélène; Landriault, David; Marceau, Étienne - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 449-466
Persistent link: https://www.econbiz.de/10006881927
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Ruin Probabilities in the Compound Markov Binomial Model
Cossette, Héléne; Landriault, David; Marceau, Étienne - In: Scandinavian actuarial journal : Actuarial Society of … (2003) 4, pp. 301-323
Persistent link: https://www.econbiz.de/10005929925
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Ruin Probabilities in the Compound Markov Binomial Model
Cossette, Héléne; Landriault, David; Marceau, Étienne - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2003) 4, pp. 301-323
Persistent link: https://www.econbiz.de/10005931379
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Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 371-380
Persistent link: https://www.econbiz.de/10009807364
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On the dual risk model with tax payments
Albrecher, Hansjörg; Badescu, Andrei; Landriault, David - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1086-1094
Persistent link: https://www.econbiz.de/10008057644
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On the analysis of a multi-threshold Markovian risk model
Badescu, Andrei; Drekic, Steve; Landriault, David - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 4, pp. 248-260
Persistent link: https://www.econbiz.de/10007887277
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Analysis of a threshold dividend strategy for a MAP risk model
Badescu, Andrei; Drekic, Steve; Landriault, David - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 4, pp. 227-247
Persistent link: https://www.econbiz.de/10007887278