## Found 91 Documents (Results 1–91)

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### Risk modelling on liquidations with Lévy processes. (English)Zbl 07426988

MSC:  60G51 91B05 91G05
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### Finite-time dividend problems in a Lévy risk model under periodic observation. (English)Zbl 07422832

MSC:  91Bxx 60Kxx
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### The expected discounted penalty function in the dual insurance risk model with randomized observation periods. (Chinese. English summary)Zbl 1474.62365

MSC:  62P05 91G05
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### Statistical estimation for some dividend problems under the compound Poisson risk model. (English)Zbl 1452.91284

MSC:  91G05 62P05
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### 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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### Generalized expected discounted penalty function at general drawdown for Lévy risk processes. (English)Zbl 1435.91162

MSC:  91G05 60G51 60K10
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### Optimal dividend strategies for the compound Poisson model with debit interest. (English)Zbl 1449.91106

MSC:  91G05 91G30 60J74
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### The expected discounted penalty function of a risk model with linear dividend barrier. (Chinese. English summary)Zbl 1449.91096

MSC:  91G05 45K05
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### The expected discounted penalty function: from infinite time to finite time. (English)Zbl 1411.91303

MSC:  91B30 35Q91 45K05
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### Erlang$$(n)$$ surplus process with debit interest and a threshold dividend strategy. (English)Zbl 1424.91072

MSC:  91B30 62P05

### A class of expected discounted penalty function for claim size of mixed exponential distribution. (Chinese. English summary)Zbl 1424.91060

MSC:  91B30 62P05
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### The expected discounted penalty function in a renewal risk model with stochastic income. (Chinese. English summary)Zbl 1413.62183

MSC:  62P05 91B30

### On the compound Poisson risk model with periodic capital injections. (English)Zbl 1390.91220

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

MSC:  91B30 91B64 60G51 62P05 60J75 60K10
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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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### Ruin probability with Gamma claim in classical risk model. (Chinese. English summary)Zbl 1363.91031

MSC:  91B30 62P05

### The expected discounted penalty function under the compound Poisson risk model with tax payments and a threshold dividend strategy. (English)Zbl 1363.91044

MSC:  91B30 62P05
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### Asymptotics for a perturbed renewal risk model under heavy-tailed claims. (Chinese. English summary)Zbl 1349.91134

MSC:  91B30 62P05 60K10

### The expected discounted penalty function for a thinning risk model with constant interest and dividends. (Chinese. English summary)Zbl 1349.91171

MSC:  91B30 62P05
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### Discounted penalty function for a thinning risk model with dividend. (Chinese. English summary)Zbl 1349.91130

MSC:  91B30 62P05

### Analysis of ruin measures for two classes of risk processes with stochastic income. (English)Zbl 1333.91030

MSC:  91B30 62P05

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

MSC:  91B30 62P05

### On the expected discounted penalty function for a risk model with two classes of claims and random incomes. (English)Zbl 1322.60061

MSC:  60G55 60K05 91B30 62P05

### The G-S function of the dependent dual risk model with a constant dividend barrier. (Chinese. English summary)Zbl 1324.91020

MSC:  91B30 62P05

### Cox risk model with variable premium rate and stochastic return on investment. (English)Zbl 1314.91147

MSC:  91B30 91G60
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### On a discrete-time risk model with general income and time-dependent claims. (English)Zbl 1293.91099

MSC:  91B30 60K10
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### The discounted moments of the surplus after the last innovation before ruin under the dual risk model. (English)Zbl 1293.91101

MSC:  91B30 60K20 60K37 60J75
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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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### The Sparre Andersen risk process with investment and debit interest. (English)Zbl 1299.91087

MSC:  91B30 60K05

### 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 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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### On the compound binomial risk model with stochastic income. (English)Zbl 1297.62215

MSC:  62P05 91B30
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### Dividend-reinsurance strategy in the Sparre Andersen model. (English)Zbl 1268.91084

MSC:  91B30 60K05
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### Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model. (English)Zbl 1277.62096

MSC:  62G05 91B30 60K10
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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

### The Gerber-Shiu function for a risk model perturbed by stable Lévy motion. (Chinese. English summary)Zbl 1265.60092

MSC:  60G52 60F15 91B30

### On the discounted factorial moments of the deficit in the discrete time renewal risk model. (English)Zbl 1446.62263

MSC:  62P05 60K10 91B05
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### Path decomposition of ruinous behavior for a general Lévy insurance risk process. (English)Zbl 1259.60051

MSC:  60G51 60F17 91B30 62P05
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### Estimation of the expected discounted penalty function for Lévy insurance risks. (English)Zbl 1308.62199

MSC:  62P05 91B30 60G51 62G20 62M05
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### The compound Poisson risk model with a threshold strategy under constant interest. (Chinese. English summary)Zbl 1265.91164

MSC:  91G80 91B30 62P05

### Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy. (English)Zbl 1242.91098

MSC:  91B30 60K05 91B70
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### Ruin problem for a class of risk models with random income. (Chinese. English summary)Zbl 1249.91039

MSC:  91B30 60K05 62P05

### The time value of absolute ruin for a general risk model. (English)Zbl 1249.91059

MSC:  91B30 62P05

### On the threshold dividend strategy for a generalized jump-diffusion risk model. (English)Zbl 1218.91072

MSC:  91B30 60K10
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### On the expected discounted penalty function for risk process with tax. (English)Zbl 1207.62192

MSC:  62P05 91B30
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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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### When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (English)Zbl 1294.91081

MSC:  91B30 60J70
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### The Erlang (2) risk model with interclaim-dependent claim sizes and constant dividend barrier. (Chinese. English summary)Zbl 1240.91042

MSC:  91B30 60G40 60G55

### On the expected discounted penalty function for a risk process with stochastic return on investments. (English)Zbl 1240.91047

MSC:  91B30 62P05
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### On the perturbed compound Poisson risk model under absolute ruin with debit interest and a constant dividend barrier. (Chinese. English summary)Zbl 1224.91089

MSC:  91B30 62P05

### A ruin model with random income and dependence between claim sizes and claim intervals. (English)Zbl 1197.91118

MSC:  91B30 60J25
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### The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. (English)Zbl 1206.91048

MSC:  91B30 60G51
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### The perturbed compound Poisson risk process with investment and debit interest. (English)Zbl 1231.91255

MSC:  91B30 60K05 91B70
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### On a risk model with a constant dividend and debit interest. (English)Zbl 1193.91071

MSC:  91B30 60J75

### Expected discounted penalty function for a thinning risk model. (English)Zbl 1212.91044

MSC:  91B30 62P05

### The expected discounted penalty function on a class of the claim inter-arrival times with mixing distributions. (Chinese. English summary)Zbl 1212.91035

MSC:  91B30 60K05

### On a class of renewal risk models with a threshold dividend strategy. (Chinese. English summary)Zbl 1212.91034

MSC:  91B30 60K05

### On the Gerber-Shiu function for a risk model with dividends involving two classes of insurance risks. (Chinese. English summary)Zbl 1199.62037

MSC:  62P05 91B30

### Expected discounted penalty functions for a two correlated aggregate claims model. (Chinese. English summary)Zbl 1199.91121

MSC:  91B30 62P05 60K10

### The expected discounted penalty function under a risk model with stochastic income. (English)Zbl 1181.91100

MSC:  91B30 60K05
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### On the renewal risk model under a threshold strategy. (English)Zbl 1170.91014

MSC:  91B30 91B70
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### On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. (English)Zbl 1199.91084

MSC:  91B30 60J20
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### On the expected discounted penalty function for the risk process described by PDMPs. (English)Zbl 1199.91080

MSC:  91B30 60J20 62P05

### The Gerber-Shiu discounted penalty function of the compound Poisson risk model with multiple thresholds. (Chinese. English summary)Zbl 1199.91081

MSC:  91B30 62P05

### The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. (English)Zbl 1169.91390

MSC:  91B30 62P05
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### On the dividend problem for a discrete time risk model with random income. (Chinese. English summary)Zbl 1174.91012

MSC:  91B30 62P05

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### Expected discounted penalty function for a continuous-time compound binomial model:PDMP approach. (Chinese. English summary)Zbl 1164.60058

MSC:  60J25 91B30 62P05

### Ruin problems with stochastic premium stochastic return on investments. (English)Zbl 1148.60067

MSC:  60K10 60G44 60J65 60K05 91B28 91B30
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MSC:  60J25

### On a class of stationary renewal risk model with constant dividend barrier. (English)Zbl 1174.91516

MSC:  91B30 60K15

### 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
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### Some results on the compound Markov binomial model. (English)Zbl 1144.91036

MSC:  91B70 60K15 60G40
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### On the renewal risk process with stochastic interest. (English)Zbl 1109.60071

MSC:  60K10 91B30 60K05
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### Expected discounted penalty function of Erlang(2) risk model with constant interest. (English)Zbl 1102.60075

MSC:  60K05 62P05 91B30
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### The expected discounted penalty at ruin in the risk process with random income. (English)Zbl 1158.60374

MSC:  60K20 60G40
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### Weak convergence approach to compound Poisson risk processes perturbed by diffusion. (English)Zbl 1242.91097

MSC:  91B30 60F05 60J60 60J70
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