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On the first crossing of the surplus process with a given upper barrier

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  • Picard, Philippe
  • Lefevre, Claude

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  • Picard, Philippe & Lefevre, Claude, 1994. "On the first crossing of the surplus process with a given upper barrier," Insurance: Mathematics and Economics, Elsevier, vol. 14(2), pages 163-179, May.
    • Handle: RePEc:eee:insuma:v:14:y:1994:i:2:p:163-179
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    Cited by:

    1. Pierre-Olivier Goffard, 2019. "Two-Sided Exit Problems in the Ordered Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 539-549, June.
    2. D. Perry & W. Stadje & S. Zacks, 2005. "A Two-Sided First-Exit Problem for a Compound Poisson Process with a Random Upper Boundary," Methodology and Computing in Applied Probability, Springer, vol. 7(1), pages 51-62, March.
    3. Wang, Nan & Politis, Konstadinos, 2002. "Some characteristics of a surplus process in the presence of an upper barrier," Insurance: Mathematics and Economics, Elsevier, vol. 30(2), pages 231-241, April.
    4. Picard, Philippe & Lefevre, Claude, 1998. "The moments of ruin time in the classical risk model with discrete claim size distribution," Insurance: Mathematics and Economics, Elsevier, vol. 23(2), pages 157-172, November.

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