5 results
A unified approach for drawdown (drawup) of time-homogeneous Markov processes
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- Journal:
- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
- Published online by Cambridge University Press:
- 22 June 2017, pp. 603-626
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- June 2017
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On the Frequency of Drawdowns for Brownian Motion Processes
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- Journal:
- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
- Published online by Cambridge University Press:
- 30 January 2018, pp. 191-208
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- March 2015
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DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 43 / Issue 1 / January 2013
- Published online by Cambridge University Press:
- 29 April 2013, pp. 39-59
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- January 2013
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Perturbed MAP Risk Models with Dividend Barrier Strategies
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 521-541
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- June 2009
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Dependent Risk Models with Bivariate Phase-Type Distributions
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- Journal:
- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 113-131
- Print publication:
- March 2009
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