Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums. Albrecher, H., Constantinescu, C., Palmowski, Z., Regensburger, G., & Rosenkranz, M. SIAM Journal of Applied Mathematics, 73(1):47-66, 2013.
Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums. [link]Link  Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums. [link]Paper  bibtex   
@article{journals/siamam/AlbrecherCPRR13,
  added-at = {2018-11-02T00:00:00.000+0100},
  author = {Albrecher, Hansjörg and Constantinescu, Corina and Palmowski, Zbigniew and Regensburger, Georg and Rosenkranz, Markus},
  biburl = {https://www.bibsonomy.org/bibtex/247312f86e798b25b026b71631a228f01/dblp},
  ee = {https://doi.org/10.1137/110852000},
  interhash = {afff0fd82469b21394e85959b68bb6d4},
  intrahash = {47312f86e798b25b026b71631a228f01},
  journal = {SIAM Journal of Applied Mathematics},
  keywords = {dblp},
  number = 1,
  pages = {47-66},
  timestamp = {2018-11-03T12:02:54.000+0100},
  title = {Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums.},
  url = {http://dblp.uni-trier.de/db/journals/siamam/siamam73.html#AlbrecherCPRR13},
  volume = 73,
  year = 2013
}

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