Verschuren, Robert Matthijs Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model. (English) Zbl 07282768 Quant. Finance 20, No. 7, 1123-1148 (2020). MSC: 91G30 PDF BibTeX XML Cite \textit{R. M. Verschuren}, Quant. Finance 20, No. 7, 1123--1148 (2020; Zbl 07282768) Full Text: DOI
Jin, Yansheng; Hou, Wenting Ruin probability for an extended risk model with constant interest force and delayed-claims. (Chinese. English summary) Zbl 1424.91055 J. Zhengzhou Univ., Nat. Sci. Ed. 50, No. 4, 45-49 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Jin} and \textit{W. Hou}, J. Zhengzhou Univ., Nat. Sci. Ed. 50, No. 4, 45--49 (2018; Zbl 1424.91055) Full Text: DOI
Eberlein, Ernst; Gerhart, Christoph A multiple-curve Lévy forward rate model in a two-price economy. (English) Zbl 1400.91586 Quant. Finance 18, No. 4, 537-561 (2018). MSC: 91G20 91G40 60G51 62P05 PDF BibTeX XML Cite \textit{E. Eberlein} and \textit{C. Gerhart}, Quant. Finance 18, No. 4, 537--561 (2018; Zbl 1400.91586) Full Text: DOI
Eisenberg, Julia; Krühner, Paul The impact of negative interest rates on optimal capital injections. (English) Zbl 1416.91172 Insur. Math. Econ. 82, 1-10 (2018). MSC: 91B30 93E20 49L20 91G30 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{P. Krühner}, Insur. Math. Econ. 82, 1--10 (2018; Zbl 1416.91172) Full Text: DOI
He, Xiaoli; Yu, Guosheng Duration of negative surplus for the multi-compound Poisson-geometric risk model of multi-type-insurance with a constant interest rate. (Chinese. English summary) Zbl 1363.91034 J. Hubei Univ., Nat. Sci. 38, No. 1, 18-24 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{X. He} and \textit{G. Yu}, J. Hubei Univ., Nat. Sci. 38, No. 1, 18--24 (2016; Zbl 1363.91034) Full Text: DOI
Wang, Rongming; Wu, Xianyi On the distribution of duration of first negative surplus for a discrete time risk model with random interest rate. (English) Zbl 1137.60341 Northeast. Math. J. 22, No. 3, 299-305 (2006). MSC: 60K10 60K05 91B28 PDF BibTeX XML Cite \textit{R. Wang} and \textit{X. Wu}, Northeast. Math. J. 22, No. 3, 299--305 (2006; Zbl 1137.60341)