Liu, Donghai; Liu, Zaiming; Peng, Dan The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier. (English) Zbl 1406.91201 Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014). MSC: 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{D. Liu} et al., Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014; Zbl 1406.91201) Full Text: DOI OpenURL
Yin, Chuancun; Wen, Yuzhen; Zong, Zhaojun; Shen, Ying The first passage time problem for mixed-exponential jump processes with applications in insurance and finance. (English) Zbl 1474.62375 Abstr. Appl. Anal. 2014, Article ID 571724, 9 p. (2014). MSC: 62P05 60J76 91B05 91G20 PDF BibTeX XML Cite \textit{C. Yin} et al., Abstr. Appl. Anal. 2014, Article ID 571724, 9 p. (2014; Zbl 1474.62375) Full Text: DOI arXiv OpenURL
Xu, Lin; Shen, Guangjun; Yao, Dingjun Pricing of equity indexed annuity under fractional Brownian motion model. (English) Zbl 1471.91489 Abstr. Appl. Anal. 2014, Article ID 380718, 9 p. (2014). MSC: 91G05 60G22 PDF BibTeX XML Cite \textit{L. Xu} et al., Abstr. Appl. Anal. 2014, Article ID 380718, 9 p. (2014; Zbl 1471.91489) Full Text: DOI OpenURL
Sheng, De-Lei; Rong, Ximin; Zhao, Hui Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions. (English) Zbl 1406.91206 Abstr. Appl. Anal. 2014, Article ID 194962, 19 p. (2014). MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{D.-L. Sheng} et al., Abstr. Appl. Anal. 2014, Article ID 194962, 19 p. (2014; Zbl 1406.91206) Full Text: DOI OpenURL
Li, Peng; Yin, Chuancun; Zhou, Ming The exit time and the dividend value function for one-dimensional diffusion processes. (English) Zbl 1470.60232 Abstr. Appl. Anal. 2013, Article ID 675202, 9 p. (2013). MSC: 60J70 PDF BibTeX XML Cite \textit{P. Li} et al., Abstr. Appl. Anal. 2013, Article ID 675202, 9 p. (2013; Zbl 1470.60232) Full Text: DOI OpenURL