On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

HU Gerber, B Landry - Insurance: Mathematics and economics, 1998 - Elsevier
We consider the jump-diffusion that is obtained if an independent Wiener process is added
to the surplus process of classical ruin theory. In this model, we examine the expected …
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[引用][C] On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

HU Gerber, B Landry - Insurance: Mathematics and Economics, 1998 - cir.nii.ac.jp
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[引用][C] On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

HU Gerber, B Landry - Insurance: Mathematics and …, 1998 - econpapers.repec.org
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[引用][C] On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

HU Gerber, B Landry - Insurance: Mathematics and Economics, 1998 - ideas.repec.org
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On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

HU Gerber, B Landry - Insurance Mathematics and Economics, 1998 - infona.pl
We consider the jump-diffusion that is obtained if an independent Wiener process is added
to the surplus process of classical ruin theory. In this model, we examine the expected …