Albrecher, Hansjörg; Constantinescu, Corina; Palmowski, Zbigniew; Regensburger, Georg; Rosenkranz, Markus Exact and asymptotic results for insurance risk models with surplus-dependent premiums. (English) Zbl 1264.91068 SIAM J. Appl. Math. 73, No. 1, 47-66 (2013). Cited in 10 Documents MSC: 91B30 Risk theory, insurance (MSC2010) 34B27 Green’s functions for ordinary differential equations 34B05 Linear boundary value problems for ordinary differential equations Keywords:renewal risk models; surplus dependent premiums; boundary value problems; Green’s operators; asymptotic expansions PDF BibTeX XML Cite \textit{H. Albrecher} et al., SIAM J. Appl. Math. 73, No. 1, 47--66 (2013; Zbl 1264.91068) Full Text: DOI arXiv