Results 41 to 50 of about 5,202,947 (149)
International Journal of Mathematics and Mathematical Sciences, Volume 2025, Issue 1, 2025.In this paper, we reformulate the classical risk model to consider economic factors such as taxation and real force of interest. In the model, the premiums are assumed to be compounded by increasing annuities over some time. The loss process is also presumed to be two mixed stochastic processes with weights that sum to 1.
Calvine Odiwuor +4 more
wiley +1 more source
Gerber–Shiu analysis with two-sided acceptable levels
, 2017 In this paper, insurer’s surplus process moved within upper and lower levels is analyzed. To this end, a truncated type of Gerber–Shiu function is proposed by further incorporating the minimum and the maximum surplus before ruin into the existing ones (e.
Woo, JK +5 more
core +1 more source
Achieving fairness in the food system
Food and Energy Security, Volume 13, Issue 4, July/August 2024.Abstract The challenge of feeding an additional 2 billion people by 2050 is one of the most pressing issues of our generation. The required changes in the current food system must be achieved while reducing the negative environmental impacts of current farming practices on our climate and biodiversity and avoiding deforestation.
Helen Onyeaka +13 more
wiley +1 more source
The gerber-shiu discounted penalty function for pareto distributed claims. [PDF]
, 2014 The asymptotic of the Gerber-Shiu discounted penalty function in Poisson model with Pareto distributed claims is obtained. The asymptotic is obtained as initial surplus x tends to infinity.
Asanavičiūtė, Rasa,
core
Computing Gerber-Shiu function in the classical risk model with interest using collocation method
, 2023 The Gerber-Shiu function is a classical research topic in actuarial science.However, exact solutions are only available in the literature for very specific cases where the claim amounts follow distributions such as the exponential distribution.
Zhang, Lianzeng, Yu, Zan
core
On a Perturbed Risk Model with Time‐Dependent Claim Sizes
Journal of Mathematics, Volume 2024, Issue 1, 2024.We consider a risk model perturbed by a Brownian motion, where the individual claim sizes are dependent on the inter‐claim times. We study the Gerber–Shiu functions when ruin is due to a claim or the jump‐diffusion process. Integro‐differential equations and Laplace transforms satisfied by the Gerber–Shiu functions are obtained.
Longfei Wei +4 more
wiley +1 more source
The gerber-shiu discounted penalty function for weibul distributed claims. [PDF]
, 2014 In this work the main member of the Gerber-Shiu discounted penalty function in a classic collective risk model with Weibull distribution (parameters η = const, 0< η
Grušienė, Giedrė,
core
An introduction to Gerber-Shiu analysis [PDF]
, 2011 A valuable analytical tool to understand the event of ruin is a Gerber-Shiu discounted penalty function. It acts as a unified means of identifying ruin-related quantities which may help insurers understand their vulnerability ruin.
Huynh, Mirabelle
core
Gerber-Shiu theory for discrete risk processes in a regime switching environment [PDF]
In this paper we develop the Gerber-Shiu theory for the classic and dual discrete risk processes in a Markovian (regime switching) environment. In particular, by expressing the Gerber-Shiu function in terms of potential measures of an upward (downward ...
Ramsden, Lewis +3 more
core +1 more source
On a Gerber–Shiu type function and its applications in a dual semi-Markovian risk model [PDF]
, 2014 In this paper, we consider a dual risk process which can be used to model the surplus of a business that invests money constantly and earns gains randomly in both time and amount.
Liu, L, Cheung, ECK
core +1 more source