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Drawdown analysis for the renewal insurance risk process
Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
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On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David; Li, Bin; Lkabous, Mohamed Amine - In: Insurance / Mathematics & economics 100 (2021), pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
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On series expansions for scale functions and other ruin-related quantities
Landriault, David; Willmot, Gordon E. - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 292-306
Persistent link: https://www.econbiz.de/10012262737