FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES

By Hansjörg Albrecher *, Volkmar Lautscham. ASTIN Bulletin: The Journal of the International Actuarial Association, 2013

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/8d33fded355513ba52de632c52351d35709fc76c

How researchers see this paper

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

In Economics and Econometrics

1. Bin Li
2. Hansjörg Albrecher *
3. Xiaowen Zhou
4. Jevgenijs Ivanovs
5. Andreas E. Kyprianou

In Management Science and Operations Research

1. Xiaowen Zhou
2. Bin Li
3. Hansjörg Albrecher *
4. Jevgenijs Ivanovs
5. Andreas E. Kyprianou
6. Ronnie Loeffen
7. Qihe Tang
8. Zbigniew Palmowski

Citations in the corpus

• The Joint Laplace Transforms for Diffusion Occupation Times (2013, result): “We refer the reader to [1] and [12] for more recent results on the omega model.”
• Exit identities for L\'evy processes observed at Poisson arrival times (2014, background): “Ruin-related quantities under surplus-dependent observation rates were studied in [6] and for recent results on observation rates that change according to environmental conditions, we refer to [4].”