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Search: subject:"Discounted penalty function"
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Finanzmathematik
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Risikomodell
7
Risk model
7
Risiko
6
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6
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Compound Poisson risk model
4
Gerber–Shiu discounted penalty function
4
Absolute ruin
3
Actuarial mathematics
3
Gerber-Shiu expected discounted penalty function
3
Versicherungsmathematik
3
Classical risk process
2
Confluent hypergeometric function
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Copula
2
Discounted penalty function
2
Dividend
2
Dividende
2
Expected discounted penalty function
2
First passage time
2
Gerber–Shiu expected discounted penalty function
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Insurance
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Integro-differential equation
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Interest
2
Moment-generating function
2
Multi-layer dividend strategy
2
Ruin theory
2
Shot noise process
2
Spearman copula
2
Threshold dividend strategy
2
Versicherung
2
defective renewal equation
2
delayed claim
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discrete risk model
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expected discounted penalty function
2
generating function
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11
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Zhang, Zhimin
3
Badescu, Andrei L.
2
Bao, Zhenhua
2
Cheung, Eric C. K.
2
Heilpern, Stanislaw
2
Li, Shuanming
2
Liu, He
2
Schmidli, Hanspeter
2
Yang, Hailiang
2
Yu, Wenguang
2
Chen, Ping
1
Cheung, Eric C.K.
1
Deng, Chao
1
Deng, Yingchun
1
Gong, Lan
1
Jiang, Wuyuan
1
Li, WK
1
Li, Xinping
1
Lu, Yi
1
Mitric, Ilie-Radu
1
Sendova, Kristina P.
1
Stanford, David A.
1
Wang, G
1
Wang, Wenyuan
1
Xie, Jiayi
1
Yang, Zhaojun
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Yuen, KC
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Zhou, Jieming
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Insurance / Mathematics & economics
4
Insurance: Mathematics and Economics
4
Scandinavian actuarial journal
2
Statistics & Probability Letters
2
Astin bulletin : the journal of the International Actuarial Association
1
Economic Modelling
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Journal of Risk and Financial Management
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ECONIS (ZBW)
9
RePEc
7
BASE
1
EconStor
1
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1
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
2
Generalized expected
discounted
penalty
function
at general drawdown for Lévy risk processes
Wang, Wenyuan
;
Chen, Ping
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
Saved in:
3
On a discrete interaction risk model with delayed claims
Liu, He
;
Bao, Zhenhua
- In:
Journal of Risk and Financial Management
8
(
2015
)
4
,
pp. 355-368
expected
discounted
penalty
function
. As applications, the probabilities of ruin and the joint distributions of the surplus one …
Persistent link: https://www.econbiz.de/10011843264
Saved in:
4
On a discrete interaction risk model with delayed claims
Liu, He
;
Bao, Zhenhua
- In:
Journal of risk and financial management : JRFM
8
(
2015
)
4
,
pp. 355-368
expected
discounted
penalty
function
. As applications, the probabilities of ruin and the joint distributions of the surplus one …
Persistent link: https://www.econbiz.de/10011545013
Saved in:
5
The expected
discounted
penalty
function
: from infinite time to finite time
Li, Shuanming
;
Lu, Yi
;
Sendova, Kristina P.
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 336-354
Persistent link: https://www.econbiz.de/10012194954
Saved in:
6
On the compound poisson risk model with periodic capital injections
Zhang, Zhimin
;
Cheung, Eric C. K.
;
Yang, Hailiang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 435-477
Persistent link: https://www.econbiz.de/10011875624
Saved in:
7
Lévy insurance risk process with Poissonian taxation
Zhang, Zhimin
;
Cheung, Eric C. K.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 51-87
Persistent link: https://www.econbiz.de/10011771965
Saved in:
8
Extended Gerber–Shiu functions in a risk model with interest
Schmidli, Hanspeter
- In:
Insurance: Mathematics and Economics
61
(
2015
)
C
,
pp. 271-275
We consider a compound Poisson risk model with interest. The Gerber–Shiu
discounted
penalty
function
is modified with …
Persistent link: https://www.econbiz.de/10011263852
Saved in:
9
Extended Gerber-Shiu functions in a risk model with interest
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 271-275
Persistent link: https://www.econbiz.de/10010515872
Saved in:
10
Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes
Heilpern, Stanislaw
- In:
Insurance: Mathematics and Economics
59
(
2014
)
C
,
pp. 251-257
copula. We study the Laplace transform of the
discounted
penalty
function
and we give the explicit expression of it for the …
Persistent link: https://www.econbiz.de/10011116650
Saved in:
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