Results 271 to 280 of about 19,056,268 (297)
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The compound Poisson risk model with multiple thresholds
Insurance: Mathematics and Economics, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lin, X. Sheldon, Sendova, Kristina P.
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The compound Poisson random variable’s approximation to the individual risk model
Insurance: Mathematics and Economics, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Jingping +2 more
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The compound Poisson risk model under a mixed dividend strategy
Applied Mathematics and Computation, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhimin Zhang 0009, Xiao Han
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Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model
SIAM Journal on Control and Optimization, 2015Summary: We study a mixed singular control/optimal stopping problem for an insurance company. The manager has the possibility of switching among several regimes; in each of the regimes, the uncontrolled surplus of the company evolves as a different compound Poisson process with drift.
Pablo Azcue, Nora Muler
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Interval estimation of the ruin probability in the classical compound Poisson risk model
Computational Statistics & Data Analysis, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Honglong You, Junyi Guo, Jiancheng Jiang
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The Compound Poisson Risk Model with Interest and a Threshold Strategy
Stochastic Models, 2009We consider the compound Poisson risk model with a constant force of interest and a threshold strategy. Under such a strategy, no dividends are paid if the insurer's surplus is below a certain threshold level. When the surplus is above the threshold level, part of the premium income and all of the interest income are paid out as dividends.
Haili Yuan, Yijun Hu
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The Perturbed Compound Poisson Risk Model with Proportional Investment
Acta Mathematicae Applicatae Sinica, English SerieszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Deng, Nai-dan +2 more
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The compound Poisson risk model with a threshold dividend strategy
Insurance: Mathematics and Economics, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lin, X. Sheldon, Pavlova, Kristina P.
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A note on the perturbed compound poisson risk model with a threshold dividend strategy
Acta Mathematicae Applicatae Sinica, English Series, 2009The authors consider the perturbed compound Poisson risk model with a threshold dividend strategy. In the context of this model, they state integro-differential equations for Gerber-Shiu functions and discounted dividend payments functions. The main contribution of the article is in deriving boundary conditions to solve these equations.
Li, Bo, Wu, Rong
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Notes on discrete compound Poisson model with applications to risk theory
Insurance: Mathematics and Economics, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Huiming, Liu, Yunxiao, Li, Bo
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