Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei Joint insolvency analysis of a shared MAP risk process: a capital allocation application. (English) Zbl 1414.91168 N. Am. Actuar. J. 21, No. 2, 178-192 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 21, No. 2, 178--192 (2017; Zbl 1414.91168) Full Text: DOI OpenURL
Cai, Jun; Xu, Chengming Authors’ reply to: “Discussion to: ‘On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion”. (English) Zbl 1479.91311 N. Am. Actuar. J. 10, No. 2, 129-131 (2006). MSC: 91G05 60J65 60J74 45J05 PDF BibTeX XML Cite \textit{J. Cai} and \textit{C. Xu}, N. Am. Actuar. J. 10, No. 2, 129--131 (2006; Zbl 1479.91311) Full Text: DOI OpenURL
Cai, Jun; Xu, Chengming On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion. (English) Zbl 1479.91310 N. Am. Actuar. J. 10, No. 2, 120-129 (2006). MSC: 91G05 60J65 60J74 45J05 PDF BibTeX XML Cite \textit{J. Cai} and \textit{C. Xu}, N. Am. Actuar. J. 10, No. 2, 120--129 (2006; Zbl 1479.91310) Full Text: DOI OpenURL
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. (English) Zbl 1479.91309 N. Am. Actuar. J. 10, No. 2, 119 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 119 (2006; Zbl 1479.91309) Full Text: DOI OpenURL
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. (English) Zbl 1479.91308 N. Am. Actuar. J. 10, No. 2, 94-108 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 94--108 (2006; Zbl 1479.91308) Full Text: DOI OpenURL