受强制性开放获取政策约束的文章 - David Landriault了解详情
无法在其他位置公开访问的文章:5 篇
On series expansions for scale functions and other ruin-related quantities
D Landriault, GE Willmot
Scandinavian Actuarial Journal 2020 (4), 292-306, 2020
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
A note on order statistics in the mixed Erlang case
D Landriault, K Moutanabbir, GE Willmot
Statistics & Probability Letters 106, 13-18, 2015
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
On the distribution of classic and some exotic ruin times
D Landriault, B Li, T Shi, D Xu
Insurance: Mathematics and Economics 89, 38-45, 2019
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
Analysis of IBNR claims in renewal insurance models
D Landriault, GE Willmot, D Xu
Scandinavian Actuarial Journal 2017 (7), 628-650, 2017
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
On a risk model with claim investigation
M Huynh, D Landriault, T Shi, GE Willmot
Insurance: Mathematics and Economics 65, 37-45, 2015
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
可在其他位置公开访问的文章:18 篇
On the dual risk model with tax payments
H Albrecher, A Badescu, D Landriault
Insurance: Mathematics and Economics 42 (3), 1086-1094, 2008
强制性开放获取政策: Austrian Science Fund
Equilibrium strategies for the mean-variance investment problem over a random horizon
D Landriault, B Li, D Li, VR Young
SIAM Journal on Financial Mathematics 9 (3), 1046-1073, 2018
强制性开放获取政策: 国家自然科学基金委员会
On minimizing drawdown risks of lifetime investments
X Chen, D Landriault, B Li, D Li
Insurance: Mathematics and Economics 65, 46-54, 2015
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
Optimal reinsurance-investment strategy for a dynamic contagion claim model
J Cao, D Landriault, B Li
Insurance: Mathematics and Economics 93, 206-215, 2020
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
A unified approach for drawdown (drawup) of time-homogeneous Markov processes
D Landriault, B Li, H Zhang
Journal of Applied Probability 54 (2), 603-626, 2017
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
Poissonian potential measures for Lévy risk models
D Landriault, B Li, JTY Wong, D Xu
Insurance: Mathematics and Economics 82, 152-166, 2018
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
On occupation times in the red of Lévy risk models
D Landriault, B Li, MA Lkabous
Insurance: Mathematics and Economics 92, 17-26, 2020
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
Drawdown analysis for the renewal insurance risk process
D Landriault, B Li, S Li
Scandinavian Actuarial Journal 2017 (3), 267-285, 2017
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
High‐water mark fee structure in variable annuities
D Landriault, B Li, D Li, Y Wang
Journal of Risk and Insurance 88 (4), 1057-1094, 2021
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
L Chen, D Landriault, B Li, D Li
Mathematical Finance 31 (2), 649-682, 2021
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada, 国家自然科学基 …
A pair of optimal reinsurance–investment strategies in the two-sided exit framework
D Landriault, B Li, D Li, D Li
Insurance: Mathematics and Economics 71, 284-294, 2016
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
An insurance risk process with a generalized income process: A solvency analysis
Z Wang, D Landriault, S Li
Insurance: Mathematics and Economics 98, 133-146, 2021
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
Bridging the first and last passage times for Lévy models
D Landriault, B Li, MA Lkabous, Z Wang
Stochastic Processes and their Applications 157, 308-334, 2023
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada, 国家自然科学基 …
On the analysis of deep drawdowns for the Lévy insurance risk model
D Landriault, B Li, MA Lkabous
Insurance: Mathematics and Economics 100, 147-155, 2021
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
A refracted Lévy process with delayed dividend pullbacks
Z Wang, MA Lkabous, D Landriault
Scandinavian Actuarial Journal 2023 (9), 885-906, 2023
强制性开放获取政策: Natural Sciences and Engineering Research Council of Canada
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