Narrow search
Showing 1 - 4 of 4
Cover Image
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Budhi Arta Surya; Wang, Wenyuan; Zhao, Xianghua; Zhou, … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 97-122
Persistent link: https://www.econbiz.de/10014325014
Cover Image
On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
Cover Image
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
Cover Image
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi; Landriault, David; Li, Bin - In: Insurance / Mathematics & economics 93 (2020), pp. 206-215
Persistent link: https://www.econbiz.de/10012294125