Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Feng, Runhuan
2009.
On the total operating costs up to default in a renewal risk model.
Insurance: Mathematics and Economics,
Vol. 45,
Issue. 2,
p.
305.
Wang, Wei
He, Jing-min
and
Wu, Rong
2010.
Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy.
Acta Mathematicae Applicatae Sinica, English Series,
Vol. 26,
Issue. 4,
p.
661.
Albrecher, Hansjörg
Gerber, Hans U.
and
Yang, Hailiang
2010.
A Direct Approach to the Discounted Penalty Function.
North American Actuarial Journal,
Vol. 14,
Issue. 4,
p.
420.
Zhang, Zhimin
and
Yang, Hu
2010.
A generalized penalty function in the Sparre–Andersen risk model with two-sided jumps.
Statistics & Probability Letters,
Vol. 80,
Issue. 7-8,
p.
597.
Cheung, Eric C.K.
2011.
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium.
Insurance: Mathematics and Economics,
Vol. 48,
Issue. 3,
p.
384.
Yang, Xuewei
Bo, Lijun
Song, Renming
Tang, Dan
and
Wang, Yongjin
2011.
Levy Risk Model with Two-Sided Jumps and a Barrier Dividend Strategy.
SSRN Electronic Journal,
Cheung, Eric C. K.
2011.
On a class of stochastic models with two-sided jumps.
Queueing Systems,
Vol. 69,
Issue. 1,
p.
1.
Feng, Runhuan
2011.
An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models.
Insurance: Mathematics and Economics,
Vol. 48,
Issue. 2,
p.
304.
Zhu, Chao
2011.
Optimal control of the risk process in a regime-switching environment.
Automatica,
Vol. 47,
Issue. 8,
p.
1570.
Feng, Runhuan
and
Volkmer, Hans W.
2012.
Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach.
Insurance: Mathematics and Economics,
Vol. 51,
Issue. 2,
p.
409.
Feng, Runhuan
Zhang, Shuaiqi
and
Zhu, Chao
2012.
Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models.
p.
7309.
Kapodistria, Stella
and
Psarrakos, Georgios
2012.
SOME EXTENSIONS OF THE RESIDUAL LIFETIME AND ITS CONNECTION TO THE CUMULATIVE RESIDUAL ENTROPY.
Probability in the Engineering and Informational Sciences,
Vol. 26,
Issue. 1,
p.
129.
Li, Manman
and
Liu, Zaiming
2012.
Regulated absolute ruin problem with interest structure and linear dividend barrier.
Economic Modelling,
Vol. 29,
Issue. 5,
p.
1786.
Bo, Lijun
Song, Renming
Tang, Dan
Wang, Yongjin
and
Yang, Xuewei
2012.
Lévy risk model with two-sided jumps and a barrier dividend strategy.
Insurance: Mathematics and Economics,
Vol. 50,
Issue. 2,
p.
280.
Cheung, Eric C.K.
and
Feng, Runhuan
2013.
A unified analysis of claim costs up to ruin in a Markovian arrival risk model.
Insurance: Mathematics and Economics,
Vol. 53,
Issue. 1,
p.
98.
Cheung, Eric C.K.
2013.
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times.
Insurance: Mathematics and Economics,
Vol. 53,
Issue. 2,
p.
343.
Li, Shuanming
and
Lu, Yi
2013.
On the generalized Gerber–Shiu function for surplus processes with interest.
Insurance: Mathematics and Economics,
Vol. 52,
Issue. 2,
p.
127.
Feng, Runhuan
and
Shimizu, Yasutaka
2013.
On a Generalization from Ruin to Default in a Lévy Insurance Risk Model.
Methodology and Computing in Applied Probability,
Vol. 15,
Issue. 4,
p.
773.
Liu, Luyin
and
Cheung, Eric C.K.
2014.
On a Gerber–Shiu type function and its applications in a dual semi-Markovian risk model.
Applied Mathematics and Computation,
Vol. 247,
Issue. ,
p.
1183.
Azcue, Pablo
and
Muler, Nora
2014.
Stochastic Optimization in Insurance.
p.
1.