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Valuation of options on the maximum-minimum of multiple assets, discrete lookback options and equity-indexed annuities
Lin, X. Sheldon - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 95-114
Persistent link: https://www.econbiz.de/10009918844
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Risk processes analyzed as fluid queues
Badescu, Andrei; Breuer, Lothar; Silva Soares, Ana Da; … - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 2, pp. 127-141
Persistent link: https://www.econbiz.de/10005922187
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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
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The surplus prior to ruin and the deficit at ruin for a correlated risk process
Badescu, Andrei; Breuer, Lothar; Drekic, Steve; … - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 6, pp. 433-445
Persistent link: https://www.econbiz.de/10007258638
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Extremes on the discounted aggregate claims in a time dependent risk model
Asimit, Alexandru; Badescu, Andrei - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 2, pp. 93-105
Persistent link: https://www.econbiz.de/10008418029
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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. 1086-1095
Persistent link: https://www.econbiz.de/10008893121
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The compound Poisson risk model with multiple thresholds
Lin, X. Sheldon; Sendova, Kristina P. - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 617-628
Persistent link: https://www.econbiz.de/10008879709
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On the threshold dividend strategy for a generalized jump–diffusion risk model
Chi, Yichun; Lin, X. Sheldon - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 326-338
Persistent link: https://www.econbiz.de/10008884580