The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion

By Sung Nok Chiu, Chuancun Yin. 2003

49 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2f8536b319f73d74d7d58a3110f5c24d5435d268

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Shuanming Li
2. Xiaowen Zhou
3. Andreas E. Kyprianou
4. Hansjörg Albrecher *
5. Kristina P. Pavlova

In Finance

1. Xiaowen Zhou
2. Shuanming Li
3. Kristina P. Pavlova
4. Gordon E. Willmot
5. Hélène Cossette
6. É. Marceau
7. Hansjörg Albrecher *

In Management Science and Operations Research

1. Xiaowen Zhou
2. Shuanming Li
3. Kristina P. Pavlova
4. Andreas E. Kyprianou
5. Hansjörg Albrecher *
6. Chuancun Yin
7. David Landriault
8. Yi Lu

Citations in the corpus

• On a Classical Risk Model with a Constant Dividend Barrier (2005, background): “Work along this line also can be found in Chiu and Yin (2003), Wu, Wang, and Wei (2003), and Zhang and Wang (2003).”
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (2006, background): “…Gerber (1970) and has been further studied by many authors during the last few years; e.g., Dufresne and Gerber (1991), Gerber and Landry (1998), Wang and Wu (2000), Wang (2001), Tsai (2001, 2003), Tsai and Willmot (2002a, b), Zhang and Wang (2003), Chiu and Yin (2003), and the references therein.”