Advanced Search
MyIDEAS: Login to save this article or follow this journal

Some characteristics of a surplus process in the presence of an upper barrier

Contents:

Author Info

  • Wang, Nan
  • Politis, Konstadinos
Registered author(s):

    Abstract

    No abstract is available for this item.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6V8N-45C1TCB-4/2/75b3f0ef834f4404a41c9c5d7bbe8451
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

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

    Volume (Year): 30 (2002)
    Issue (Month): 2 (April)
    Pages: 231-241

    as in new window
    Handle: RePEc:eee:insuma:v:30:y:2002:i:2:p:231-241

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/inca/505554

    Related research

    Keywords:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Picard, Philippe, 1994. "On some measures of the severity of ruin in the classical Poisson model," Insurance: Mathematics and Economics, Elsevier, vol. 14(2), pages 107-115, May.
    2. Picard, Philippe & Lefevre, Claude, 1994. "On the first crossing of the surplus process with a given upper barrier," Insurance: Mathematics and Economics, Elsevier, vol. 14(2), pages 163-179, May.
    3. Lin, X. Sheldon & Willmot, Gordon E., 2000. "The moments of the time of ruin, the surplus before ruin, and the deficit at ruin," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 19-44, August.
    4. Gerber, Hans U., 1990. "When does the surplus reach a given target?," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 115-119, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Rulliere, Didier & Loisel, Stephane, 2005. "The win-first probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December.
    2. Zhou, Xiaowen, 2004. "When does surplus reach a certain level before ruin?," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 553-561, December.
    3. Dassios, Angelos & Wu, Shanle, 2009. "On barrier strategy dividends with Parisian implementation delay for classical surplus processes," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 195-202, October.
    4. Frostig, Esther, 2005. "The expected time to ruin in a risk process with constant barrier via martingales," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 216-228, October.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:30:y:2002:i:2:p:231-241. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.