On a risk model with debit interest and dividend payments

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 793 citations

Social Sciences, Economics, Finance +16

Mathematical Methods in Risk Theory.

R. E. Beard, H. Buhlmann · Journal of the Royal Statistical Society Series A (General) · 1971 · 508 citations

Business, Finance, Mathematics +14

The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function

X. Sheldon Lin, Gordon E. Willmot, Steve Drekic · Insurance Mathematics and Economics · 2003 · 225 citations

Business, Economics, Finance +11

Martingales and insurance risk

Angelos Dassios, Paul Embrechts · Communications in Statistics Stochastic Models · 1989 · 186 citations

Business, Insurance, Mathematics +14

Confluent Hypergeometric Functions.

Charles A. Swanson, L. J. Slater · American Mathematical Monthly · 1961 · 165 citations