Results 181 to 190 of about 1,052 (223)
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On the expected discounted penalty functions for two classes of risk processes
Insurance: Mathematics and Economics, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Shuanming, Lu, Yi
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Estimation of the expected discounted penalty function for Lévy insurance risks
Mathematical Methods of Statistics, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On the expected discounted penalty function in a delayed-claims risk model
Acta Mathematicae Applicatae Sinica, English Series, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Meng, Hui, Wang, Guo-jing
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The expected discounted penalty function under a risk model with stochastic income
Applied Mathematics and Computation, 2009The paper deals with a ruin model framed within the general scenario of the expected discounted penalty function, where premiums and claims follow compound Poisson processes. In this framework the authors deduce a defective renewal equation and an integral equation involving the expected penalty function; in particular explicit expressions of such ...
Labbé, Chantal, Sendova, Kristina P.
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THE RISK MODEL OF THE EXPECTED DISCOUNTED PENALTY FUNCTION WITH CONSTANT INTEREST FORCE
Acta Mathematica Scientia, 2006Abstract In this article, the expected discounted penalty function Φδ,α(u) with constant interest δ and “discounted factor” exp(-αTδ) is considered. As a result, the integral equation of Φδ,α(u) is derived and an exact solution for Φδ,α(0) is found.
Li Liu, Shisong Mao
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The expected discounted penalty function under a renewal risk model with stochastic income
Applied Mathematics and Computation, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhao, Yongxia, Yin, Chuancun
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Advanced Materials Research, 2012
We investigate the expected discounted penalty function in which the discount interest process is driven by markov process. We obtain the integro-differential equation satisfied by the expected discounted penalty function when interest process is perturbed by standard Wiener process and Poisson-Geometric process.
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We investigate the expected discounted penalty function in which the discount interest process is driven by markov process. We obtain the integro-differential equation satisfied by the expected discounted penalty function when interest process is perturbed by standard Wiener process and Poisson-Geometric process.
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On the expected discounted penalty function for the continuous-time compound binomial risk model
Statistics & Probability Letters, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Guoxin, Wang, Ying
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Applied Mathematics-A Journal of Chinese Universities, 2005
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Zhao, Xia, Ouyang, Zisheng
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Zhao, Xia, Ouyang, Zisheng
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Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
Scandinavian Actuarial Journal, 2011Ever since the first introduction of the expected discounted penalty function (EDPF), it has been widely acknowledged that it contains information that is relevant from a risk management perspective. Expressions for the EDPF are now available for a wide range of models, in particular for a general class of Levy risk processes.
Alexey Kuznetsov, Manuel Morales
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