## Found 198 Documents (Results 1–100)

100
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### Nonparametric estimation of the expected discounted penalty function in the compound Poisson model. (English)Zbl 07524971

MSC:  62G05 62P05 91G70
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MSC:  91B05
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### Delayed capital injections for a risk process with Markovian arrivals. (English)Zbl 1476.60127

MSC:  60J25 91B05 45B05
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### The Laplace transform of ruin time with investment and barrier dividend. (Chinese. English summary)Zbl 1474.91034

MSC:  91B05 44A10 91G05
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MSC:  62-XX
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MSC:  62-XX
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### On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary)Zbl 1463.62319

MSC:  62P05 91B05 60K05

### Gerber-Shiu analysis for a discrete risk model with delayed claims and random incomes. (English)Zbl 1449.62236

MSC:  62P05 91B05
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### Phase-type approximations perturbed by a heavy-tailed component for the Gerber-shiu function of risk processes with two-sided jumps. (English)Zbl 1451.60087

MSC:  60J28 60G70 91G05
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### The Gerber-Shiu function for the compound Poisson omega model with a three-step premium rate. (English)Zbl 07529905

MSC:  62P20 91B30 62-XX
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### A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English)Zbl 1449.62243

MSC:  62P05 91B05
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### On the distribution of classic and some exotic ruin times. (English)Zbl 1427.91235

MSC:  91G05 60K10
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### The risk model with stochastic premiums and a multi-layer dividend strategy. (English)Zbl 1427.91240

MSC:  91G05 60K10
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### Computing the Gerber-Shiu function by frame duality projection. (English)Zbl 1411.91320

MSC:  91B30 60G51 60K10
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### Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion. (English)Zbl 1405.62149

MSC:  62P05 60G51 91B30
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### Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion. (English)Zbl 1402.91216

MSC:  91B30 62P05 62G05 60J70
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### On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates. (English)Zbl 07527180

MSC:  91B30 91B70 62-XX
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### The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model. (English)Zbl 07407564

MSC:  91B05 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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### The Gerber-Shiu discounted penalty function of absolute ruin for two rates with phase-type interclaim times. (Chinese. English summary)Zbl 1413.91044

MSC:  91B30 60K10 44A10
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### Gerber-Shiu function of generalized Erlang(2) risk model in multiple occurrences point processes. (Chinese. English summary)Zbl 1413.91046

MSC:  91B30 60K10

### On fair reinsurance premiums; capital injections in a perturbed risk model. (English)Zbl 1416.91157

MSC:  91B30 60G51 60K10
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### A new efficient method for estimating the Gerber-Shiu function in the classical risk model. (English)Zbl 1416.91229

MSC:  91B30 60K10 62G05 62P05
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### On the discounted $$K$$th moment of the deficit at ruin in the delayed renewal risk model. (English)Zbl 1406.91199

MSC:  91B30 62P05 60K10
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### On the compound Poisson risk model with periodic capital injections. (English)Zbl 1390.91220

MSC:  91B30 60K10 62P05
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### On the Parisian ruin of the dual Lévy risk model. (English)Zbl 1416.91226

MSC:  91B30 60G51 60K10
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### On the last exit times for spectrally negative Lévy processes. (English)Zbl 1400.60068

MSC:  60G51 60K30
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### Estimating the Gerber-Shiu function by Fourier-Sinc series expansion. (English)Zbl 1402.91219

MSC:  91B30 60K10 62P05 62F12
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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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### The study of a thinning risk model. (Chinese. English summary)Zbl 1399.91042

MSC:  91B30 62P05 62F12 60K10

### The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English)Zbl 1410.91284

MSC:  91B30 60G55 62P05 35R09
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### The Erlang(2) risk process with dependence under a multi-layer dividend strategy. (English)Zbl 1389.91052

MSC:  91B30 60K10 62P05
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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 a perturbed compound Poisson model with varying premium rates. (English)Zbl 1364.91076

MSC:  91B30 60K10 62P05
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### Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus. (English)Zbl 1394.62147

MSC:  62P05 60G51 62M05 62G20 91B30
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### On the Gerber-Shiu function with random discount rate. (English)Zbl 1360.62067

MSC:  62E20 60K05
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### A note on a discrete time MAP risk model. (English)Zbl 1410.91276

MSC:  91B30 60J20 60J60
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### A discrete-time ruin model with dependence between interclaim arrivals and claim sizes. (English)Zbl 1419.62293

MSC:  62P05 91B30
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### On the time and the number of claims when the surplus drops below a certain level. (English)Zbl 1401.91165

MSC:  91B30 62E15 62P05
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### The expected discounted penalty function of thinning risk models with barrier dividend. (Chinese. English summary)Zbl 1374.91039

MSC:  91B30 60K10 45J05

### Gerber-Shiu analysis of a risk model with capital injections. (English)Zbl 1394.91209

MSC:  91B30 60K10 62P05
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### Ornstein-Uhlenback type Omega model. (English)Zbl 1361.60079

MSC:  60K10 91B30
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### The absolute ruin risk model with constant interest investment and linear threshold dividend strategy. (English)Zbl 1363.91033

MSC:  91B30 60K10 62P05
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### Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. (English)Zbl 1344.60046

MSC:  60G51 60J99 91B30
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### Gerber-Shiu discounted penalty function for compound Poisson-geometric risk model with variable premium rate. (Chinese. English summary)Zbl 1349.91140

MSC:  91B30 62P05 60K10
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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 analysis of ruin-related quantities in the delayed renewal risk model. (English)Zbl 1348.91158

MSC:  91B30 60K10 60K05 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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### The perturbed compound Poisson risk model with constant interest. (English)Zbl 1349.91170

MSC:  91B30 62P05 60K10
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### The risk process with dependence based on FGM copula under a multi-layer dividend strategy. (Chinese. English summary)Zbl 1349.91164

MSC:  91B30 62P05 60K10

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

MSC:  91B30 45J05 60K10 62M05
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### On a risk model with delayed claims under stochastic interest rates. (English)Zbl 1334.91042

MSC:  91B30 62P05
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### A hyper-exponential jump-diffusion model under the barrier dividend strategy. (English)Zbl 1340.91045

MSC:  91B30 60J75 60H10
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### Differentiability and asymptotic properties of Gerber-Shiu function associated with absolute ruin time for a risk model with random premium incomes. (English)Zbl 1340.91061

MSC:  91B30 62P05
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### On the expected discounted penalty function for the compound Poisson risk model with time-changing. (Chinese. English summary)Zbl 1340.91044

MSC:  91B30 62P05

### A class of discrete time risk models with general premium income. (Chinese. English summary)Zbl 1340.91042

MSC:  91B30 62P05

### 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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### Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier. (English)Zbl 1345.60081

MSC:  60J20 60J05 91B30
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### The perturbed Sparre Andersen model with interest and a threshold dividend strategy. (English)Zbl 1334.60127

MSC:  60H30 60H10 60J60 60K10 60K05 91B30 35R09
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### The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. (English)Zbl 1310.91078

MSC:  91B30 62P05
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### A risk model with varying premiums: its risk management implications. (English)Zbl 1308.91089

MSC:  91B30 60K10
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### 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
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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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### A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. (English)Zbl 1401.91103

MSC:  91B30 60K10 60G55 60J65
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### Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. (English)Zbl 1401.91156

MSC:  91B30 60G51 60K10
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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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### The G-S function of the dependent dual risk model with a constant dividend barrier. (Chinese. English summary)Zbl 1324.91020

MSC:  91B30 62P05

### Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes. (English)Zbl 1306.91077

MSC:  91B30 62H20 62P05
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### On a perturbed Sparre Andersen risk model with dividend barrier and dependence. (English)Zbl 1304.91139

MSC:  91B30 60G51 60J65
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### On a generalization of the expected discounted penalty function to include deficits at and beyond ruin. (English)Zbl 1307.91094

MSC:  91B30 91G50 60K10 60G51 62P05
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### Necessary and sufficient condition for the boundedness of the Gerber-Shiu function in dependent Sparre Andersen model. (English)Zbl 1313.91078

MSC:  91B30 62P05

### On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence. (English)Zbl 1291.91136

MSC:  91B30 60J65
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### On a risk model with randomized dividend-decision times. (English)Zbl 1282.91164

MSC:  91B30 91G50 62P05
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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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### A note on killing with applications in risk theory. (English)Zbl 1291.91114

MSC:  91B30 60J25 60G51 60K10
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### The G-S function of the dual model with dependence. (Chinese. English summary)Zbl 1299.91080

MSC:  91B30 62P05

### The expected discounted penalty function for risk models with two classes of claims under multiple thresholds. (Chinese. English summary)Zbl 1299.91060

MSC:  91B30 62P05

### 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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### An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. (English)Zbl 1284.91281

MSC:  91B30 60J75 91G80
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MSC:  91B30
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### On the expected discounted penalty function in the discrete time delayed renewal process with special claims. (Chinese. English summary)Zbl 1299.91053

MSC:  91B30 60K05

### On the compound Poisson risk model with dependence and a threshold dividend strategy. (English)Zbl 1283.91089

MSC:  91B30 62H05 60K10
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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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### On a discrete-time risk model with delayed claims and dividends. (English)Zbl 1263.91054

MSC:  91G70 91G40 62P05
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### A compound Poisson risk model with proportional investment. (English)Zbl 1282.91147

MSC:  91B30 91G60 35Q91
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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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### Analysis of the multiple roots of the Lundberg fundamental equation in the PH($$n$$) risk model. (English)Zbl 1286.91067

MSC:  91B30 60K10
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### On the analysis of a general class of dependent risk processes. (English)Zbl 1284.91277

MSC:  91B30 60K10 62H20
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### The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders. (English)Zbl 1289.91104

MSC:  91B30 62P05 60J60

### Analysis of ruin measures in a class of risk models. (Chinese. English summary)Zbl 1289.91080

MSC:  91B30 91G80

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