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Analysis of a drawdown-based regime-switching Lévy insurance model
Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 60 (2015), pp. 98-107
Persistent link: https://www.econbiz.de/10010484823
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Occuptation times in the MAP risk model
Landriault, David; Shi, Tianxiang - In: Insurance / Mathematics & economics 60 (2015), pp. 75-82
Persistent link: https://www.econbiz.de/10010484828
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Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 79 (2018), pp. 137-147
Persistent link: https://www.econbiz.de/10011825424