Perry, D.; Stadje, W.; Zacks, S. First-exit times for compound Poisson processes for some types of positive and negative jumps. (English) Zbl 0998.60089 Stoch. Models 18, No. 1, 139-157 (2002). Reviewer: L.Lakatos (Budapest) MSC: 60K25 PDFBibTeX XMLCite \textit{D. Perry} et al., Stoch. Models 18, No. 1, 139--157 (2002; Zbl 0998.60089) Full Text: DOI
Perry, David; Stadje, Wolfgang Function space integration for annuities. (English) Zbl 1063.91039 Insur. Math. Econ. 29, No. 1, 73-82 (2001). Reviewer: Gabriel Talmain (York) MSC: 91B30 60J70 62P05 PDFBibTeX XMLCite \textit{D. Perry} and \textit{W. Stadje}, Insur. Math. Econ. 29, No. 1, 73--82 (2001; Zbl 1063.91039) Full Text: DOI