Results 101 to 108 of about 5,349,529 (108)

The Gerber-Shiu Discounted Penalty Function for Risk Process with Double Markovian Environment

Advanced Materials Research, 2010
In this paper, we study the Gerber-Shiu discounted penalty function. We shall consider the case where the discount interest process and the occurrence of the claims are driven by two distinguished Markov process, respectively. Moreover, in this model we also consider the influence of a premium rate which varies with the level of free reserves.
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The Compound Poisson Surplus Model with Interest and Liquid Reserves: Analysis of the Gerber–Shiu Discounted Penalty Function

Methodology and Computing in Applied Probability, 2007
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Cai, Jun, Feng, Runhuan, Willmot, Gordon E.   +2 more
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The Gerber–Shiu Discounted Penalty Function for the Credit Risk Model with Dependent Rates of Interest

2010
In this paper, we consider the credit risk model with dependent rates of interest. The rates of interest {\( {I_n},n = 1,2, \)…} are assumed to have an autoregressive structure, we obtained the integral equations for the penalty function by using the analysis methods in probability.
Dan Peng, Zaiming Liu
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A Gerber-Shiu Discounted Penalty Function in the Stationary Renewal Risk Process

2011
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Extended Gerber-Shiu Expected Discounted Penalty Functions in Risk Model Perturbed by Diffusion and Application

Zhimin Wang, Haibo Zhang, Xiang Ma, Xuan Wang   +3 more
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Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko

North American Actuarial Journal, 2007
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”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007

North American Actuarial Journal, 2007
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The Gerber-Shiu Discounted Penalty Function for the Risk Model with Dependence Structure and a Constant Dividend Barrier

Pure Mathematics
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