## Found 35 Documents (Results 1–35)

100
MathJax

### A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English)Zbl 07487260

MSC:  91G05 45K05
Full Text:

### Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds. (English)Zbl 1475.91353

MSC:  91G20 60J74 45K05
Full Text:

### Delayed capital injections for a risk process with Markovian arrivals. (English)Zbl 1476.60127

MSC:  60J25 91B05 45B05
Full Text:

Full Text:

Full Text:

Full Text:

### On the dual risk model with diffusion under a mixed dividend strategy. (English)Zbl 07197515

MSC:  91G05 45K05
Full Text:

Full Text:

### Maximum surplus and $$R_n$$ class of distributions with an application to dividends. (English)Zbl 1433.91145

MSC:  91G05 60K10 45K05
Full Text:

### The expected discounted penalty function: from infinite time to finite time. (English)Zbl 1411.91303

MSC:  91B30 35Q91 45K05
Full Text:

### Integral equations, quasi-Monte Carlo methods and risk modeling. (English)Zbl 1405.65177

Dick, Josef (ed.) et al., Contemporary computational mathematics – a celebration of the 80th birthday of Ian Sloan. In 2 volumes. Cham: Springer (ISBN 978-3-319-72455-3/hbk; 978-3-319-72456-0/ebook). 1051-1074 (2018).
MSC:  65R20 65C30 65C05 45B05 65C40 65D30 91B30
Full Text:

### Integral equation formulation for shout options. (English)Zbl 1416.91379

MSC:  91G20 45A05
Full Text:

### Moments of discounted dividend payments in a risk model with randomized dividend-decision times. (English)Zbl 1405.91269

MSC:  91B30 45K05 60J70
Full Text:

Full Text:

### The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula. (English)Zbl 1401.91149

MSC:  91B30 62E15 62P05 60K05 45J05 44A10
Full Text:

### Markov-dependent risk model with multi-layer dividend strategy. (English)Zbl 1338.91082

MSC:  91B30 45J05 60K10 62M05
Full Text:

### On a partial integrodifferential equation of Seal’s type. (English)Zbl 1318.91124

MSC:  91B30 35Q91 35R09 45K05
Full Text:

### The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier. (English)Zbl 1406.91201

MSC:  91B30 60K10 45J05
Full Text:

### An insurance risk model with stochastic volatility. (English)Zbl 1231.91163

MSC:  91B30 91B70 45J05 60H30
Full Text:

### A note on the perturbed compound Poisson risk model with a threshold dividend strategy. (English)Zbl 1187.62159

MSC:  62P05 60G99 60J99 45K05 60J75
Full Text:

### The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. (English)Zbl 1232.91356

MSC:  91B30 60K10 45J05
Full Text:

### The perturbed compound Poisson risk model with multi-layer dividend strategy. (English)Zbl 1169.62358

MSC:  62P05 91B30 60K10 45J05
Full Text:

### The perturbed Sparre Andersen model with a threshold dividend strategy. (English)Zbl 1221.91030

MSC:  91B30 45K05 91G10
Full Text:

### “Moments of the dividend payments and related problems in a Markov-modulated risk model”, Shaunming Li and Yi Lu, April 2007. (English)Zbl 1480.91194

MSC:  91G05 45J05
Full Text:

### The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion. (English)Zbl 1480.91226

MSC:  91G05 45J05 44A10
Full Text:

### Moments of the dividend payments and related problems in a Markov-modulated risk model. (English)Zbl 1480.91222

MSC:  91G05 45J05
Full Text:

### Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion. (English)Zbl 1183.91077

MSC:  91B30 45J05 60K05 60K10
Full Text:

### The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (English)Zbl 1273.91456

MSC:  91G50 91B30 45J05
Full Text:

Full Text:

### Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process. (English)Zbl 1261.62092

MSC:  62P05 45J99
Full Text:

### Ruin probabilities for two classes of risk processes. (English)Zbl 1098.62139

MSC:  62P05 91B30 45K05
Full Text:

### On the expected discounted penalty functions for two classes of risk processes. (English)Zbl 1122.91040

MSC:  91B30 45J05 60G55 65C20
Full Text:

### Optimal shouting policies of options with strike reset right. (English)Zbl 1134.91407

MSC:  91B28 45L05 60G40 65R20
Full Text:

### On the expected discounted penalty function at ruin of a surplus process with interest. (English)Zbl 1074.91027

MSC:  91B30 44A10 45D05 91B70
Full Text:

all top 5

all top 3