Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Seng Yuen Leung

Finite Time Dividend-Ruin Models

SSRN Electronic Journal

English

Related publications

Parisian Ruin Over a Finite-Time Horizon

Science China Mathematics

English

Approximating the Finite-Time Ruin Probability Under Interest Force

Insurance: Mathematics and Economics

English

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

Methodology and Computing in Applied Probability

English

On Finite-Time Ruin Probabilities With Reinsurance Cycles Influenced by Large Claims

Scandinavian Actuarial Journal

English

The Finite-Time Ruin Probability of the Compound Poisson Model With Constant Interest Force

Journal of Applied Probability

English

Finite-Time Ruin Probability With an Exponential Lévy Process Investment Return and Heavy-Tailed Claims

Advances in Applied Probability

Applied Mathematics

English

Asymptotic Estimates for Finite-Time Ruin Probability of a Bidimensional Risk Model Based on Entrance Process

International Journal of Engineering and Applied Sciences (IJEAS)

English

Exploiting Cloud Utility Models for Profit and Ruin

English

Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings

Applied Stochastic Models in Business and Industry

Management Science

Operations Research

English