On the expected discounted penalty function at ruin of a surplus process with interest

By Jun Cai, D. Dickson. 2002

93 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/9ac8fcb2a97f278bf9e8a8a2050751a97e908c3b

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. Chuancun Yin

In Management Science and Operations Research

1. Chuancun Yin
2. Chunwei Wang
3. Yuzhen Wen
4. Andreas E. Kyprianou

In Statistics and Probability

1. Chunwei Wang
2. Chuancun Yin
3. Andreas E. Kyprianou

Citations in the corpus

• The Perturbed Compound Poisson Risk Process with Investment and Debit Interest (2010, background): “Cai (2007) considered the absolute ruin questions by defining an expected”
• A note on scale functions and the time value of ruin for Levy insurance risk processes (2010, unknown): “Although far from exhaustive on account of the sheer volume of relevant literature, a list of key papers which pertains to generalizations of the Cramer-Lundberg process includes for example Dickson (1992, 1993); Gerber and Shiu (1997, 1998); Gerber and Landry (1998); Lin and Willmot (1999); Yang an”