Articles where this person is an author, newest first. People are matched by their name as printed (no ORCID iD is recorded for them), not by name alone; search the name as text to find namesakes too.
Research ArticleOpen accessFlow of Dividends under a Constant Force of InterestJuma Kasozi, Jostein PaulsenThis study addresses the issue of maximization of dividends of an insurer whose portfolio is exposed to insurance risk. The insurance risk arises from the classical surplus process commonly known as the Cramér-Lundberg model in the insurance literature. To enhance his financial base, the insurer invests in a risk free asset whose price dynamics are governed by a constant force … …American Journal of Applied Sciences, Vol. 2, Issue 10 · 31 Oct 2005 · 7,388 accessesView PDFCite
Research ArticleOpen accessNumerical Ultimate Ruin Probabilities under Interest ForceJuma Kasozi, Jostein PaulsenThis work addresses the issue of ruin of an insurer whose portfolio is exposed to insurance risk arising from the classical surplus process. Availability of a positive interest rate in the financial world forces the insurer to invest into a risk free asset. We derive a linear Volterra integral equation of the second kind and apply an order four Block-by-block … …Journal of Mathematics and Statistics, Vol. 1, Issue 3 · 30 Sep 2005 · 6,495 accessesView PDFCite