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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
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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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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. 371-379
Persistent link: https://www.econbiz.de/10009404703
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An adaptive premium policy with a Bayesian motivation in the classical risk model
Landriault, David; Lemieux, Christiane; Willmot, Gordon E. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 370-378
Persistent link: https://www.econbiz.de/10009669573
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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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A risk model with varying premiums : its risk management implications
Li, Shu; Landriault, David; Lemieux, Christiane - In: Insurance / Mathematics & economics 60 (2015), pp. 38-46
Persistent link: https://www.econbiz.de/10010484838
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On a risk model with claim investigation
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; … - In: Insurance / Mathematics & economics 65 (2015), pp. 37-45
Persistent link: https://www.econbiz.de/10011422859
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Poissonian potential measures for Lévy risk models
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di - In: Insurance / Mathematics & economics 82 (2018), pp. 152-166
Persistent link: https://www.econbiz.de/10011929861
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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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A note on the convexity of ruin probabilities
Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, … - In: Insurance / Mathematics & economics 74 (2017), pp. 1-6
Persistent link: https://www.econbiz.de/10011712328