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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 10 (1991)
Issue (Month): 1 (March)
Pages: 51-59
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Handle: RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59

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1. Yu-Ting Chen & Cheng-Few Lee & Yuan-Chung Sheu, 2007. "An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model," Finance and Stochastics, Springer, vol. 11(3), pages 323-355, July. [Downloadable!] (restricted)
2. Josef Steinebach, 2009. "Monitoring risk in a ruin model perturbed by diffusion," Metrika, Springer, vol. 70(2), pages 205-224, September. [Downloadable!] (restricted)
3. Cho-Jieh Chen & Harry Panjer, 2009. "A bridge from ruin theory to credit risk," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 373-403, May. [Downloadable!] (restricted)

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This page was last updated on 2009-12-30.