Yin, Chuancun
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Yin, Chuancun
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 04/11/2013 Volumen 53 Número 3 - noviembre 2013
- Articles and Chapters
An Extension of Paulsen, Gjessing's risk model with stochastic return on investments
- Yin, Chuancun
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 06/05/2013 Volumen 52 Número 3 - mayo 2013
- Articles and Chapters