Ruin probabilities and penalty functions with stochastic rates of interest

By Jun Cai. 2004

50 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/ef927b960d98a93da70d2e8381d64c170e7e5800

How researchers see this paper

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

In Finance

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

In Management Science and Operations Research

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

In Statistics and Probability

1. Guojing Wang
2. Chunwei Wang
3. Kam Chuen Yuen
4. Qihe Tang
5. Chuancun Yin
6. Andreas E. Kyprianou

Citations in the corpus

• 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) .”
• 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.”