3 results
The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 2 / November 2008
- Published online by Cambridge University Press:
- 17 April 2015, pp. 461-481
- Print publication:
- November 2008
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- Article
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Erlangian Approximations for Finite-Horizon Ruin Probabilities
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 267-281
- Print publication:
- November 2002
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- Article
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Calculating Ruin Probabilities via Product Integration
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 27 / Issue 2 / November 1997
- Published online by Cambridge University Press:
- 29 August 2014, pp. 263-271
- Print publication:
- November 1997
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- Article
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