[1] Gerber H U. An extension of the renewal equation and its application in the collective theory of risk. Scandinavisk Aktuarietidskrift, 1970, 53: 205--210
[2] Dufresne F, Gerber H U. Risk theory for compound Poisson process that is perturbed by diffusion. Insurance: Mathematics and Economics, 1991, 10: 51--59
[3] Veraverbeke N. Asymptotic estimates for the probability of ruin in a Poisson model with diffusion. Insurance: Mathematics and
Economics, 1993, 13: 57--62
[4] Gerber H U, Landry B. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Insurance: Mathematics and Economics, 1998, 22: 263--276
[5] Tsai C C, Willmot G E. A generalizated defective renewal equation for the surplus process perturbed by diffusion. Insurance:
Mathematics and Economics, 2002, 30: 51--66
[6] Liu L, Mao S S. The risk model of the expected discounted penalty function with constant intenest force. Acta Mathematica Scientia, 2006, 26B(3): 509--518
[7] Siaulys J, Asanaviciute R. On the Gerber-Shiu discounted penalty function for subexponential claims. Lithuanian Mathematical Journal, 2006, 46: 598--605
[8] Bingham N H, Goldie C M, Teugels J L. Regular Variation. Cambridge: Cambridge University Press, 1987
[9] Asmussen S. Ruin Probabilities. Singapore: World Scientific, 2000
[10] Gerber H U, Shiu S W. The time value of ruin in a sparre Anderson model. North American Actuarial Joural, 2005, 9(2): 49--84
[11] Feller W. An Introduction to Probability Theory and its Applications II. New York: Wiley, 1971 |