Some characteristics of a surplus process in the presence of an upper barrier
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 30 (2002)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/inca/505554
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.:
- Gerber, Hans U., 1990. "When does the surplus reach a given target?," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 9(2-3), pages 115-119, September.
- Picard, Philippe, 1994. "On some measures of the severity of ruin in the classical Poisson model," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 14(2), pages 107-115, May.
- 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, Elsevier, vol. 27(1), pages 19-44, August.
- Picard, Philippe & Lefevre, Claude, 1994. "On the first crossing of the surplus process with a given upper barrier," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 14(2), pages 163-179, May.
- Rulliere, Didier & Loisel, Stephane, 2005.
"The win-first probability under interest force,"
Insurance: Mathematics and Economics, Elsevier,
Elsevier, vol. 37(3), pages 421-442, December.
- Dassios, Angelos & Wu, Shanle, 2009. "On barrier strategy dividends with Parisian implementation delay for classical surplus processes," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 45(2), pages 195-202, October.
- Frostig, Esther, 2005. "The expected time to ruin in a risk process with constant barrier via martingales," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 37(2), pages 216-228, October.
- Zhou, Xiaowen, 2004. "When does surplus reach a certain level before ruin?," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 35(3), pages 553-561, December.
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