Search Results - subject:"Poisson Process"

An introduction to simulation of risk processes

Burnecki, Krzysztof; Hardle, Wolfgang; Weron, Rafal - Hugo Steinhaus Center for Stochastic Methods, … - 2003

five prominent examples of N(t), namely the classical (homogeneous) Poisson process, the non-homogeneous Poisson process …, the mixed Poisson process, the Cox process (also called the doubly stochastic Poisson process) and the renewal process. …

Persistent link: https://www.econbiz.de/10009004194

Assessment of the maintenance cost and analysis of availability measures in a finite life cycle for a system subject to competing failures

Caballé, N. C.; Castro, I. T. - In: OR spectrum : quantitative approaches in management 41 (2019) 1, pp. 255-290

Persistent link: https://www.econbiz.de/10011992532

A failure process model with the exponential smoothing of intensity functions

Wu, Shaomin - In: European journal of operational research : EJOR 275 (2019) 2, pp. 502-513

Persistent link: https://www.econbiz.de/10011993495

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

Asymptotic correlation structure of discounted incurred but not reported claims under fractional poisson arrival process

Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; … - In: European journal of operational research : EJOR 276 (2019) 2, pp. 582-601

Persistent link: https://www.econbiz.de/10012003605

Valuation of catastrophe equity put options with correlated default risk and jump risk

Bi, Hongwei; Wang, Guanying; Wang, Xingchun - In: Finance research letters 29 (2019), pp. 323-329

Persistent link: https://www.econbiz.de/10012419135

Enhancing binomial and trinomial equity option pricing models

Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Finance research letters 28 (2019), pp. 185-190

Persistent link: https://www.econbiz.de/10012388304

Explicit moments for a class of micro-models in non-life insurance

Wahl, Felix - In: Insurance / Mathematics & economics 89 (2019), pp. 140-156

Persistent link: https://www.econbiz.de/10012133521

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

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