Results 81 to 90 of about 5,202,947 (149)

An algebraic operator approach to the analysis of Gerber-Shiu functions

, 2010
We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value ...
Regensburger, Georg, Albrecher, Hansjoerg, Rosenkranz, Markus, Pirsic, Gottlieb, Constantinescu, Corina   +4 more
core   +1 more source

Gerber-Shiu diskontuotos baudos funkcijos tyrimas. [PDF]

, 2011
The Gerber-Shiu discounted penalty function was the main object of investigations in the thesis. This function is very effective tool in modelling activity of insurance company, because it describes the expectation of the present value of a future ...
Kočetova, Jelena,
core  

Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks

In this paper, we propose a new efficient method for calculating the Gerber-Shiu discounted penalty function. Generally, the Gerber-Shiu function usually satisfies a class of integro-differential equation.
Zhang, Lianzeng, Yu, Zan
core  

Gerber-Shiu functionals for two-sided jumps risk processes perturbed by an a-stable motion [PDF]

, 2015
We study the Gerber-Shiu functional of two-sided jumps risk processes per- turbed by an a-stable motion for a wide a class of penalty functions. We obtain a formula for the Laplace transform of such functional which extend previous work of Furrer (1998),
EKATERINA TODOROVA KOLKOVSKA
core  

Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence

We study the asymptotic behavior of the Gerber-Shiu expected discounted penalty function in the renewal risk model. Under the assumption that the claim-size distribution has a convolution-equivalent density function, which allows both heavy-tailed and ...
Tang, Qihe, Wei, Li
core  

Un procedimento di risoluzione dell’equazione integro-differenziale di Gerber-Shiu

, 2006
Nell’ambito del modello classico della teoria del Rischio, con un processo dei sinistri poissoniano, troviamo una soluzione analitica dell’equazione integro-differenziale di Gerber-Shiu nell’ipotesi in cui la distribuzione delle somme a rischio sia una ...
PIETROLUONGO M., CARLEO, Alessandra
core  

The distribution of some extremum on the risk process whose income depend on the current reserve. [PDF]

Springerplus, 2016
He J, Liu Z, Zhang W.
europepmc   +1 more source

A constraint-free approach to optimal reinsurance

, 2016
Reinsurance is available for a reinsurance premium that is determined according to a convex premium principle H. The first insurer selects the reinsurance coverage that maximizes his expected utility. No conditions are imposed on the reinsurer’s payment.
Gerber, HU, Yang, H, Shiu, ESW
core  

The <i>Non-Coding RNA</i> Journal Club: Highlights on Recent Papers-15. [PDF]

Noncoding RNA
Enguita FJ, Alahari SK, Agnelli L, Zemmour R, Hubé F, Shiu PKT, Zhang SM, Mohammadi M, Zhang S, Dhar S, Conn SJ, Bronisz A, Godlewski J, Kaushik A, Serganov A, Pardini B, Gerber AP, Feinberg MW, Leucci E, Philpott P, Caporali A, Takahashi T, Goel A, Yang L.   +23 more
europepmc   +1 more source

Outcomes between superior capsular reconstruction and graft bridging with allogenic decellularized dermis graft for massive rotator cuff tear: A case-control study. [PDF]

Medicine (Baltimore)
Chang CD, Weng CJ, Chou WY, Huang CC, Lim WX, Ko JY, Cheng JH.   +6 more
europepmc   +1 more source