Search Results - subject:"Compound Poisson"

A comprehensive analysis of warranty claims and optimal policies

Luo, Ming; Wu, Shaomin - In: European journal of operational research : EJOR 276 (2019) 1, pp. 144-159

Persistent link: https://www.econbiz.de/10011997869

Periodic threshold-type dividend strategy in the compound Poisson risk model

Cheung, Eric C. K.; Zhang, Zhimin - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10012194926

Solution procedures for lost sales base-stock inventory systems with compound Poisson demand

Kouki, Chaaben; Babai, M. Zied; Jemai, Zied; Minner, Stefan - In: International journal of production economics 209 (2019), pp. 172-182

Persistent link: https://www.econbiz.de/10012013246

Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound poisson processes

Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert - In: Mathematics of operations research 44 (2019) 3, pp. 919-942

Persistent link: https://www.econbiz.de/10012105807

Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles

Bi, Junna; Chen, Kailing - In: RAIRO / Operations research 53 (2019) 1, pp. 179-206

Persistent link: https://www.econbiz.de/10012113620

Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion

Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen - In: International journal of financial engineering 6 (2019) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10012028852

Personal non-life insurance decisions and the welfare loss from flat deductibles

Steffensen, Mogens; Thøgersen, Julie - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 85-116

Persistent link: https://www.econbiz.de/10012105340

Valuation of contingent convertible catastrophe bonds : the case for equity conversion

Burnecki, Krzysztof; Giuricich, Mario Nicoló; … - In: Insurance / Mathematics & economics 88 (2019), pp. 238-254

Persistent link: https://www.econbiz.de/10012105571

Notes on discrete compound Poisson model with applications to risk theory

Zhang, Huiming; Liu, Yunxiao; Li, Bo - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 325-336

Probability generating function (p.g.f.) is a powerful tool to study discrete compound Poisson (DCP) distribution. By … numerically compute the tail probability. Furthermore, we define the discrete pseudo compound Poisson (DPCP) distribution and give …

Persistent link: https://www.econbiz.de/10011116645

Notes on discrete compound Poisson model with applications to risk theory

Zhang Huiming; Liu, Yunxiao; Li, Bo - In: Insurance / Mathematics & economics 59 (2014), pp. 325-336

Persistent link: https://www.econbiz.de/10010469967