## Found 150 Documents (Results 1–100)

100
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### On the improved thinning risk model under a periodic dividend barrier strategy. (English)Zbl 07533495

MSC:  91B30 97M30
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MSC:  62-XX
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### Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (English)Zbl 1453.60149

MSC:  60J99 91G40 60G51
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### On the dual risk model with diffusion under a mixed dividend strategy. (English)Zbl 07197515

MSC:  91G05 45K05
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### Maximum surplus and $$R_n$$ class of distributions with an application to dividends. (English)Zbl 1433.91145

MSC:  91G05 60K10 45K05
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### Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income. (English)Zbl 1453.91040

MSC:  91B05 60K10 62P05
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### On corrected phase-type approximations of the time value of ruin with heavy tails. (English)Zbl 1436.62069

MSC:  62E17 91B05 62P20
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### The distribution and asymptotic behaviour of the negative Wiener-Hopf factor for Lévy processes with rational positive jumps. (English)Zbl 1427.60083

MSC:  60G51 60J25 91B05
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### An application of fractional differential equations to risk theory. (English)Zbl 1432.91097

MSC:  91G05 60K05 26A33
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### Number of claims and ruin time for a refracted risk process. (English)Zbl 1417.91277

Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 559-578 (2019).
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### Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times. (English)Zbl 1411.91271

MSC:  91B30 60G51
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### Periodic threshold-type dividend strategy in the compound Poisson risk model. (English)Zbl 1418.91232

MSC:  91B30 62P05
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### Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. (English)Zbl 1427.91077

MSC:  91B05 60K10 91G05
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### Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. (English)Zbl 1411.91324

MSC:  91B30 60K10
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### A note on a Lévy insurance risk model under periodic dividend decisions. (English)Zbl 1412.60068

MSC:  60G51 60J75 91B30 62P05
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### Dividend barrier strategy: proceed with caution. (English)Zbl 1419.91382

MSC:  91B30 60G51 62P05 60K10
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### The compound Poisson risk model under a mixed dividend strategy. (English)Zbl 1427.91080

MSC:  91B05 62P05 91G05
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### Discrete time ruin probability with Parisian delay. (English)Zbl 1402.91188

MSC:  91B30 60K10 60G51 62P05
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### Lévy insurance risk process with Poissonian taxation. (English)Zbl 1401.91216

MSC:  91B30 91B64 60G51 62P05 60J75 60K10
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### Gerber-Shiu analysis with two-sided acceptable levels. (English)Zbl 1364.91071

MSC:  91B30 60K10 60K20
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### On the Gerber-Shiu function with random discount rate. (English)Zbl 1360.62067

MSC:  62E20 60K05
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### On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy. (English)Zbl 1360.62505

MSC:  62P05 91B30
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### The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. (English)Zbl 1401.91161

MSC:  91B30 62P05
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### On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English)Zbl 1401.91109

MSC:  91B30 60K10
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### An operator property of the distribution of a nonhomogeneous Poisson process with applications. (English)Zbl 1370.60025

MSC:  60E05 62E10
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### Gerber-Shiu analysis of a risk model with capital injections. (English)Zbl 1394.91209

MSC:  91B30 60K10 62P05
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### On a nonparametric estimator for the finite time survival probability with zero initial surplus. (English)Zbl 1360.91096

MSC:  91B30 62P05 62G05
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### Analysis of some ruin-related quantities in a Markov-modulated risk model. (English)Zbl 1344.60075

MSC:  60J28 60J27 60K37 91B30 44A10
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### The Markov additive risk process under an Erlangized dividend barrier strategy. (English)Zbl 1338.91081

MSC:  91B30 60K20
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### On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English)Zbl 1334.90063

MSC:  90B70 62E99 91D35
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### On the analysis of ruin-related quantities in the delayed renewal risk model. (English)Zbl 1348.91158

MSC:  91B30 60K10 60K05 62P05
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### Gerber-Shiu functionals for classical risk processes perturbed by an $$\alpha$$-stable motion. (English)Zbl 1348.91159

MSC:  91B30 60K10 62P05
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### On a ruin model with both interclaim times and premiums depending on claim sizes. (English)Zbl 1398.91342

MSC:  91B30 62P05 60K10
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### On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion. (English)Zbl 1410.91275

MSC:  91B30 44A10 60J60
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### Markov-dependent risk model with multi-layer dividend strategy. (English)Zbl 1338.91082

MSC:  91B30 45J05 60K10 62M05
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### The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy. (English)Zbl 1357.91020

MSC:  91B30 60K10 62P05
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### On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. (English)Zbl 1348.91189

MSC:  91B30 60K10 62P05
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### Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang. (English)Zbl 1335.91037

MSC:  91B30 60K10
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### A ruin model with compound Poisson income and dependence between claim sizes and claim intervals. (English)Zbl 1319.91096

MSC:  91B30 60J25
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### On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English)Zbl 1401.91107

MSC:  91B30 60K05 62H05
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### On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. (English)Zbl 1338.60219

MSC:  60K15 91B30
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### The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds. (English)Zbl 1333.91031

MSC:  91B30 60K10
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### On a generalization from ruin to default in a Lévy insurance risk model. (English)Zbl 1307.91096

MSC:  91B30 60G51 60J45
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### Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. (English)Zbl 1304.91095

MSC:  91B30 60K10
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### On the probability of ruin in the compound Poisson risk model with potentially delayed claims. (English)Zbl 1307.60065

MSC:  60G55 60J65 91B30 45J05
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### On a perturbed MAP risk model under a threshold dividend strategy. (English)Zbl 1294.91074

MSC:  91B30 60K20 60F10
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### On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy. (English)Zbl 1294.91073

MSC:  91B30 60J25 60J65
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### A unified analysis of claim costs up to ruin in a Markovian arrival risk model. (English)Zbl 1284.91214

MSC:  91B30 60K10 60J28
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### The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. (English)Zbl 1284.91227

MSC:  91B30 60K10
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### A note on discounted compound renewal sums under dependency. (English)Zbl 1284.60158

MSC:  60K05 62H05
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### Dividend payments in a risk model perturbed by diffusion with multiple thresholds. (English)Zbl 1280.62118

MSC:  62P05 91B30 65R99
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### On a risk model with random incomes and dependence between claim sizes and claim intervals. (English)Zbl 1287.91097

MSC:  91B30 60K10 60J75
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### Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English)Zbl 1401.91089

MSC:  91B30 62P05
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### On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English)Zbl 1408.91109

MSC:  91B30 91B70 60G51 60K05 60G70
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### Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English)Zbl 1287.91095

MSC:  91B30 91B70 60K05 60G51
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### A risk model with delayed claims. (English)Zbl 1278.91084

MSC:  91B30 60G55 60F05
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### A risk model based on Markov chains with marked transitions. (English)Zbl 1270.60081

MSC:  60J27 60G17 91B30
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### On the expected discounted penalty function in a delayed-claims risk model. (English)Zbl 1355.60111

MSC:  60J65 62P05
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### On the Gerber-Shiu discounted penalty function in a risk model with delayed claims. (English)Zbl 1296.91172

MSC:  91B30 60J65 60K10 62P05
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### Erlang risk models and finite time ruin problems. (English)Zbl 1277.91081

MSC:  91B30 60K10
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### A unifying approach to the analysis of business with random gains. (English)Zbl 1277.60148

MSC:  60K20 62P05 91B30
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### A generalized penalty function for a class of discrete renewal processes. (English)Zbl 1277.60146

MSC:  60K10 60K15 62P05 91B30
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### Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time. (English)Zbl 1277.91100

MSC:  91B30 91G80 35Q91 45K05 60K10 62P05
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### On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation. (English)Zbl 1253.91090

MSC:  91B30 91B70
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### Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. (English)Zbl 1262.91094

MSC:  91B30 60K30 60K99
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### The discounted penalty function with multi-layer dividend strategy in the phase-type risk model. (English)Zbl 1246.91062

MSC:  91B30 60H30
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### The expected discounted penalty function under a renewal risk model with stochastic income. (English)Zbl 1242.60089

MSC:  60K15 60K25
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### Some extensions of the residual lifetime and its connection to the cumulative residual entropy. (English)Zbl 1259.60016

MSC:  60E05 60E10 60E15
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### The compound Poisson risk model with dependence under a multi-layer dividend strategy. (English)Zbl 1240.91089

MSC:  91B30 62P05
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### On a class of stochastic models with two-sided jumps. (English)Zbl 1235.60126

MSC:  60K25 60K15 90B22 91B30 60J75
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### The maximum surplus distribution before ruin in an Erlang($$n$$) risk process perturbed by diffusion. (English)Zbl 1237.91145

MSC:  91B30 60K10
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### A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English)Zbl 1229.91157

MSC:  91B30 91B70
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### On a compound Poisson risk model with delayed claims and random incomes. (English)Zbl 1217.91089

MSC:  91B30 60K10
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### On the expected discounted penalty function for the compound Poisson risk model with delayed claims. (English)Zbl 1350.91013

MSC:  91B30 60K10
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### Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. (English)Zbl 1202.91131

MSC:  91B30 91B70 60K20
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### Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English)Zbl 1231.91157

MSC:  91B30 60K10 62P05
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### An elementary approach to discrete models of dividend strategies. (English)Zbl 1231.91433

MSC:  91G20 60J20
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### Analysis of ruin measures for the classical compound Poisson risk model with dependence. (English)Zbl 1226.91024

MSC:  91B30 60K10 62H05
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### The moments of the time of ruin in Markovian risk models. (English)Zbl 1219.91072

MSC:  91B30 62P05 60K10
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### A class of Sparre Andersen risk process. (English)Zbl 1210.91057

MSC:  91B30 60K05
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### A class of delayed renewal risk processes with a threshold dividend strategy. (English)Zbl 1186.91122

MSC:  91B30 60K10
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### On a risk model with stochastic premiums income and dependence between income and loss. (English)Zbl 1188.91094

MSC:  91B30 91B70
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### The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. (English)Zbl 1202.91129

MSC:  91B30 60K15
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### A generalized penalty function in the Sparre Andersen risk model with two-sided jumps. (English)Zbl 1202.91130

MSC:  91B30 91B70 60K15
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### The Gerber-Shiu penalty functions for two classes of renewal risk processes. (English)Zbl 1222.91024

MSC:  91B30 60J27
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### The perturbed compound Poisson risk model with two-sided jumps. (English)Zbl 1185.91198

MSC:  91G80 91B30
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### Analysis of a generalized penalty function in a semi-Markovian risk model. (English)Zbl 1483.91182

MSC:  91G05 60K10
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MSC:  91G05
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### Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims. (English)Zbl 1231.91153

MSC:  91B30 60K10
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### A perturbed risk model with dependence between premium rates and claim sizes. (English)Zbl 1231.91263

MSC:  91B30 60J75 60K10
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