Albrecher, Hansjörg; Araujo-Acuna, José Carlos On the randomized Schmitter problem. (English) Zbl 1489.91213 Methodol. Comput. Appl. Probab. 24, No. 2, 515-535 (2022). MSC: 91G05 91G80 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{J. C. Araujo-Acuna}, Methodol. Comput. Appl. Probab. 24, No. 2, 515--535 (2022; Zbl 1489.91213) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English) Zbl 1401.91089 Scand. Actuar. J. 2013, No. 6, 424-452 (2013). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Scand. Actuar. J. 2013, No. 6, 424--452 (2013; Zbl 1401.91089) Full Text: DOI Link