no code implementations • 2 Jul 2020 • Aili Zhang, Ping Chen, Shuanming Li, Wenyuan Wang
The results have semi-explicit expressions in terms of the scale functions and the L\'{e}vy triplets associated with the two underlying L\'{e}vy processes.
no code implementations • 3 Jun 2019 • Wenyuan Wang, Ping Chen, Shuanming Li
This paper considers an insurance surplus process modeled by a spectrally negative L\'{e}vy process.
