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Stochastic Processes for Insurance and Finance · Study

WorkStochastic Processes for Insurance and Finance

Larry Y. Tzeng2001

Work2001

Stochastic Processes for Insurance and Finance

Larry Y. Tzeng · Volker Schmidt · Hanspeter Schmidli · Josef Teugels · Tomasz Rolski

839 citations·0/0 files stored·Journal of Risk & Insurance

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Probability and Risk Models Probability and Statistical Research Stochastic processes and financial applications

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2002On minimizing the ruin probability by investment and reinsurance 2007On the optimal dividend problem for a spectrally negative Lévy process 2001Optimal Proportional Reinsurance Policies in a Dynamic Setting 2005The application of continuous-time random walks in finance and economics 2005Insurance Risk and Ruin 2002Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling 2003Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling 2006Infinite-mean models and the LDA for operational risk

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Year2001

Typeother

Published2001-03-01

VenueJournal of Risk & Insurance

ISSN-L0022-4367

Languageen

Citations839

Files0 public / 0

ShelfProbability and Risk Models

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doi10.2307/2678139

openalex_workW1991753520

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