Results 271 to 280 of about 21,700,063 (319)

A new efficient method for estimating the Gerber–Shiu function in the classical risk model

Scandinavian Actuarial Journal, 2018
Zhimin Zhang
exaly   +2 more sources

Distributional study of finite-time ruin related problems for the classical risk model

Applied Mathematics and Computation, 2017
Shuanming Li
exaly   +2 more sources

Classical risk model

2017
D. Konstantinides
openaire   +2 more sources

The joint distributions of several important actuarial diagnostics in the classical risk model

Insurance: Mathematics and Economics, 2002
For the risk process consisting of a compound Poisson part and a constant premium flow the authors derive the distribution and joint distribution of various associated variables. These include the surplus prior to ruin, the deficit at ruin, the maximum and minimum profit before ruin etc.
Wei, Li, Wu, Rong
openaire   +3 more sources

Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model

Scandinavian Actuarial Journal, 2021
Suppose that risk reserves of an insurance company are governed by a Markov-modulated classical risk model with parameters modulated by a finite-state irreducible Markov chain. The main purpose of this paper is to calculate ultimate ruin probability that
Zhengjun Jiang
semanticscholar   +1 more source

Minimising expected discounted capital injections by reinsurance in a classical risk model

Scandinavian Actuarial Journal, 2011
Hanspeter Schmidli
exaly   +2 more sources

Ruin theory for the classical risk model

2012
R. J. Gray, S. Pitts
openaire   +2 more sources

The distribution of the first point in the classical risk model with interest

Statistics & Probability Letters, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Zhigang, Wu, Rong, Du, Yonghong
openaire   +1 more source

The Time of Ruin in the Classical Poisson Risk Model

2017
Distribution and moments involving the time of ruin is the subject matter of this chapter. Moments of the time of ruin are considered in Sect. 6.1. For the distribution of the time of ruin, one approach involves analytic inversion of the Laplace transform of the time of ruin, a special Gerber-Shiu function.
Gordon E. Willmot, Jae-Kyung Woo
openaire   +1 more source

Optimal dividend payout for classical risk model with risk constraint

Acta Mathematicae Applicatae Sinica, English Series, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source