Search Results - subject:"expected discounted penalty function"

Narrow search

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

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

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

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

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

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

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

The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

Yuen, KC; Wang, G; Li, WK - 2007

interest, we derive an integro-differential equation for the Gerber-Shiu expected discounted penalty function. Following an … exponential claims, we are able to find closed-form expressions for the Gerber-Shiu expected discounted penalty function. Finally …

Persistent link: https://www.econbiz.de/10009471485

Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests

Yu, Wenguang - In: Economic Modelling 31 (2013) C, pp. 625-634

of the present value of all dividends until absolute ruin and the Gerber–Shiu expected discounted penalty function are …

Persistent link: https://www.econbiz.de/10010636271

Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests

Yu, Wenguang - In: Economic modelling 31 (2013), pp. 625-634

Persistent link: https://www.econbiz.de/10009731474

A service of the

zbw