Distributions for the risk process with a stochastic return on investments

By Guojing Wang, Rong Wu. 2001

60 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/95f02c123ff262df4f8507a546d3408ea806ee7f

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. Jostein Paulsen
2. Kam Chuen Yuen
3. Chuancun Yin
4. Qihe Tang
5. Guojing Wang
6. Dingcheng Wang
7. Yiqing Chen
8. Shuanming Li

In Finance

1. Kam Chuen Yuen
2. Jostein Paulsen
3. Chuancun Yin
4. Qihe Tang
5. Guojing Wang
6. Chunwei Wang
7. Yiqing Chen
8. Dingcheng Wang

In Management Science and Operations Research

1. Kam Chuen Yuen
2. Jostein Paulsen
3. Guojing Wang
4. Chuancun Yin
5. Qihe Tang
6. Chunwei Wang
7. Yiqing Chen
8. Dingcheng Wang

Citations in the corpus

• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (2010, background): “See also Paulsen (1993, 2002), Paulsen and Gjessing (1997), Wang and Wu (2001), Kalashnikov andNorberg (2002), Cai (2004), and Yuen et al. (2004, 2006), among others.”
• Ruin Models with Investment Income (2008, background): “In this case, under weak assumptions, ψ is twice continuously differentiable on (0,∞) and is a solution of the equation, see [25, 49, 69] and in particular [26],”
• The Perturbed Compound Poisson Risk Process with Investment and Debit Interest (2010, background): “See, for example, among others, Sundt and Teugels (1995), Wang and Wu (2001 ) a nd Cai (2004).”