@inproceedings{ce281c08c8b04cc8888daf0b1b32e438,
title = "The study on the penalty function of the insurance company when the stock price follows exponential L{\'e}vy process",
abstract = "This paper investigates the penalty function under the condition that the insurance company is allowed to invest certain amount of money in some stock market and the remaining reserve in the bond with constant interest force. Through the properties of exponential L{\'e}vy process and discrete embedded method, the integral equations for penalty function is derived under the assumption that the stock price follows exponential L{\'e}vy process. The method for explicitly computing the ruin quantities is obtained.",
author = "Wu Zhao and Wang, \{Ding Cheng\} and Yong Zeng",
year = "2010",
doi = "10.1007/978-90-481-3660-5-32",
language = "English",
isbn = "9789048136599",
series = "Advanced Techniques in Computing Sciences and Software Engineering",
pages = "187--190",
booktitle = "Advanced Techniques in Computing Sciences and Software Engineering",
note = "2008 International Conference on Systems, Computing Sciences and Software Engineering, SCSS 2008, Part of the International Joint Conferences on Computer, Information, and Systems Sciences, and Engineering, CISSE 2008 ; Conference date: 05-12-2008 Through 13-12-2008",
}