3 citations · 4 across the 3 of their papers we have counts for
3 papers
Optimal Parisian-type dividends payments discounted by the number of claims for the perturbed classical risk process
Irmina Czarna, Yanhong Li, Zbigniew Palmowski +1
In this paper we consider a classical risk process perturbed by a Brownian motion. We analyze the value function describing the mean of the cumulative discounted dividend payments…
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model
Irmina Czarna, Yanhong Li, Zbigniew Palmowski +1
In this paper we propose new iterative algorithm of calculating the joint distribution of the Parisian ruin time and the number of claims until Parisian ruin for the classical risk…
Number of claims and ruin time for a refracted risk process
Yanhong Li, Zbigniew Palmowski, Chunming Zhao +1
In this paper, we consider a classical risk model refracted at given level. We give an explicit expression for the joint density of the ruin time and the cumulative number of claim…