Yin, Chuancun; Wen, Yuzhen Optimal dividend problem with a terminal value for spectrally positive Lévy processes. (English) Zbl 1290.91176 Insur. Math. Econ. 53, No. 3, 769-773 (2013). MSC: 91G50 60G51 93E20 PDFBibTeX XMLCite \textit{C. Yin} and \textit{Y. Wen}, Insur. Math. Econ. 53, No. 3, 769--773 (2013; Zbl 1290.91176) Full Text: DOI arXiv
Yin, Chuancun; Wen, Yuzhen An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. (English) Zbl 1284.91281 Insur. Math. Econ. 52, No. 3, 469-476 (2013). MSC: 91B30 60J75 91G80 PDFBibTeX XMLCite \textit{C. Yin} and \textit{Y. Wen}, Insur. Math. Econ. 52, No. 3, 469--476 (2013; Zbl 1284.91281) Full Text: DOI arXiv
Chiu, S. N.; Yin, C. C. The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (English) Zbl 1055.91042 Insur. Math. Econ. 33, No. 1, 59-66 (2003). MSC: 91B30 PDFBibTeX XMLCite \textit{S. N. Chiu} and \textit{C. C. Yin}, Insur. Math. Econ. 33, No. 1, 59--66 (2003; Zbl 1055.91042) Full Text: DOI