Results 211 to 220 of about 1,550,828 (242)

The expected discounted penalty function under a renewal risk model with stochastic income

Applied Mathematics and Computation, 2011
Yong-Xia Zhao, C. Yin
semanticscholar   +1 more source

On the analysis of ruin-related quantities in the delayed renewal risk model

, 2016
So-Yeun Kim, G. Willmot
semanticscholar   +1 more source

The Expected Discounted Penalty Function in the Generalized Erlang (n) Risk Model with Two-Sided Jumps and a Constant Dividend Barrier

Bulletin of the Iranian Mathematical Society, 2020
Lili Zhang
semanticscholar   +2 more sources

The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion

Methodology and Computing in Applied Probability
E. T. Kolkovska, Sonny A. Medina Jimenez
semanticscholar   +1 more source

On ruin for the Erlang(n) risk process

, 2004
Shuan-Ming Li, José Garrido
semanticscholar   +1 more source

Tail bounds for the distribution of the deficit in the renewal risk model

, 2008
Georgios Psarrakos
semanticscholar   +1 more source

On a risk model with dependence between interclaim arrivals and claim sizes

, 2006
Mathieu Boudreault, Hélène Cossette, D. Landriault, É. Marceau   +3 more
semanticscholar   +1 more source

Inferring the reproduction number using the renewal equation in heterogeneous epidemics

Journal of the Royal Society Interface, 2022
Will Green, Neil Ferguson, Anne Cori
exaly  

On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

, 1998
H. Gerber, B. Landry
semanticscholar   +1 more source

The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

, 2000
X.Sheldon Lin, Gordon E. Willmot
semanticscholar   +1 more source